NYSEArca - Delayed Quote USD

Invesco S&P SmallCap Value with Momentum ETF (XSVM)

49.93
-0.65
(-1.29%)
At close: 4:00:00 PM EDT
49.93
0.00
(0.00%)
After hours: 4:04:14 PM EDT

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise the underlying index. Strictly in accordance with its guidelines and mandated procedures, the index provider compiles, maintains and calculates the underlying index, which is designed to measure the performance of 120 stocks in the S&P SmallCap 600® Index that have relatively high “value” and “momentum” scores.

Risk Overview

Performance & Risk

YTD Return -6.44%
5y Average Return 16.81%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.24
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
XSVMCategory AverageXSVMCategory AverageXSVMCategory Average
Alpha -11.05 -8.2 2.7 -1.05 -3.63 -5.96
BETA 1.24 1.12 1.09 1.02 1.19 1.13
Mean Annual Return 0.31 0.47 1.64 1.26 0.94 0.69
R-squared 63.25 66.01 46.72 60.16 55.76 67.26
Standard Deviation 25.46 22.52 25.53 21.18 24.47 21.23
Sharpe Ratio -0.03 0.05 0.66 0.58 0.38 0.3
Treynor Ratio -3.26 -1.17 13.89 10.78 5.54 3.76

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