NYSEArca - Delayed Quote USD

Invesco S&P SmallCap Momentum ETF (XSMO)

71.83 +1.03 (+1.45%)
At close: November 21 at 4:00 PM EST
71.43 -0.40 (-0.56%)
After hours: November 21 at 6:00 PM EST

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 composed of constituents of the S&P SmallCap 600? Index that have the highest "momentum score."

Risk Overview

Performance & Risk

YTD Return 25.46%
5y Average Return 14.26%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.12
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
XSMOCategory AverageXSMOCategory AverageXSMOCategory Average
Alpha -2.34 -12.08 -2.24 -5.73 -1.68 -3.87
BETA 1.12 1.1 1.05 1.12 1.07 1.12
Mean Annual Return 0.72 -0.11 1.19 0.98 1.05 0.91
R-squared 67.69 71.78 69.31 72.77 68.47 70.8
Standard Deviation 23.29 22.39 22.72 23.91 19.78 20.4
Sharpe Ratio 0.2 -0.22 0.52 0.39 0.55 0.45
Treynor Ratio 1.92 -6.67 9.43 6.14 8.77 6.7

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