Invesco S&P SmallCap Momentum ETF (XSMO)
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Learn moreETF Summary
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." Under normal circumstances, the fund will invest at least 80% of the value of its net assets, in the components of the underlying index and in derivatives and other investments that have economic characteristics similar to the components of the underlying index.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 13.01% |
| 5y Average Return | 8.52% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.21 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
XSMO | Category Average | XSMO | Category Average | XSMO | Category Average |
|
Alpha
|
-4.42 | -6.72 | -2.6 | -5.66 | -1.89 | -4.95 |
|
BETA
|
1.21 | 1.16 | 1.14 | 1.02 | 1.09 | 1.13 |
|
Mean Annual Return
|
1.68 | 1.37 | 0.98 | 0.68 | 1.19 | 1.01 |
|
R-squared
|
55.95 | 65.68 | 67.05 | 69.27 | 70.43 | 73.53 |
|
Standard Deviation
|
20.78 | -- | 22.08 | -- | 20.62 | -- |
|
Sharpe Ratio
|
0.76 | 0.62 | 0.36 | 0.24 | 0.57 | 0.48 |
|
Treynor Ratio
|
12.48 | 9.42 | 5.17 | 2.86 | 9.48 | 7.28 |
