Cboe US - Delayed Quote USD
Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)
At close: October 21 at 3:59 PM EDT
ETF Summary
The fund generally will invest at least 80% of its total assets in the securities that comprise the underlying index. The underlying index is designed to reflect a dynamic combination of “factor investing” strategies that, in the view of the index provider, have historically outperformed other factors during various parts of the economic cycle.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 5.84% |
| 5y Average Return | 13.30% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.98 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| OMFL | Category Average | OMFL | Category Average | OMFL | Category Average | |
| Alpha | -4.89 | -1.25 | -2.33 | -1.16 | 0 | -1.2 |
| BETA | 0.98 | 0.95 | 1.01 | 0.98 | 0 | 0.99 |
| Mean Annual Return | 0.64 | 0.93 | 1.19 | 1.26 | 0 | 1.04 |
| R-squared | 81.31 | 93.52 | 79.56 | 94.73 | 0 | 94.81 |
| Standard Deviation | 18.94 | 17.26 | 20.34 | 18.13 | 0 | 15.45 |
| Sharpe Ratio | 0.21 | 0.43 | 0.58 | 0.7 | 0 | 0.7 |
| Treynor Ratio | 2.33 | 6.56 | 10.48 | 12.09 | 0 | 10.26 |
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