Cboe US - Delayed Quote USD
Invesco Russell 2000 Dynamic Multifactor ETF (OMFS)
At close: October 18 at 4:00 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 have historically outperformed other factors during various parts of the economic cycle. The underlying index’s universe of investable stocks is taken from the Russell 2000 Index, which measures the performance of 2,000 small-capitalization companies in the U.S.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 5.26% |
| 5y Average Return | 10.01% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.00 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| OMFS | Category Average | OMFS | Category Average | OMFS | Category Average | |
| Alpha | -9.17 | -6.47 | -5.85 | -5.57 | 0 | -4.76 |
| BETA | 1 | 1.01 | 1.1 | 1.11 | 0 | 1.1 |
| Mean Annual Return | 0.3 | 0.54 | 1 | 1.04 | 0 | 0.86 |
| R-squared | 68.71 | 70.39 | 66.49 | 73.83 | 0 | 72.34 |
| Standard Deviation | 21.11 | 21.09 | 24.16 | 23.21 | 0 | 19.79 |
| Sharpe Ratio | -0.01 | 0.13 | 0.4 | 0.43 | 0 | 0.43 |
| Treynor Ratio | -2.35 | 0.54 | 6.46 | 7.01 | 0 | 6.24 |
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