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Invesco S&P MidCap Value with Momentum ETF (XMVM)

57.26 +0.88 (+1.57%)
As of 12:22 PM EDT. Market Open.

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 80 stocks in the S&P MidCap 400? Index that have relatively high “value” and “momentum” scores.

Risk Overview

Performance & Risk

YTD Return 13.20%
5y Average Return 13.60%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
XMVMCategory AverageXMVMCategory AverageXMVMCategory Average
Alpha -1.77 -4.04 -3.17 -4.53 -3.32 -5.01
BETA 1.04 0.97 1.16 1.12 1.09 1.12
Mean Annual Return 0.95 0.71 1.3 1.13 0.96 0.85
R-squared 64.95 61.69 71.36 65.77 70.68 65.22
Standard Deviation 22.52 21.49 24.66 24.76 19.77 21.06
Sharpe Ratio 0.34 0.22 0.53 0.45 0.5 0.4
Treynor Ratio 5.25 2.8 9.3 7.85 7.58 5.82

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