NYSEArca - Delayed Quote USD

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

58.55 +0.89 (+1.54%)
At close: November 21 at 4:00 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 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 7.85%
5y Average Return 14.30%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.09
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
XSVMCategory AverageXSVMCategory AverageXSVMCategory Average
Alpha -5.68 -3.42 -1.92 -4.56 -2.99 -5.26
BETA 1.09 0.99 1.21 1.12 1.16 1.11
Mean Annual Return 0.42 0.56 1.4 1.07 1.03 0.79
R-squared 59.41 62.12 55 65.88 54.47 65.35
Standard Deviation 24.24 21.46 29.38 24.78 24 21.03
Sharpe Ratio 0.05 0.13 0.49 0.42 0.44 0.37
Treynor Ratio -1.59 0.7 8.83 7.09 6.97 5.18

Related Tickers