NYSEArca - Nasdaq Real Time Price USD
Invesco S&P 500 QVM Multi-factor ETF (QVML)
34.89
+0.01
+(0.02%)
As of 1:31:04 PM EDT. Market Open.
ETF Summary
The fund generally will invest at least 90% of its total assets in the securities that comprise the underlying index. S&P DJI compiles, maintains and calculates the index, which is designed to measure the performance of 90% of the stocks within the S&P 500® Index after excluding those with the lowest quality, value and momentum multi-factor score. The index is composed of securities with multi-factor scores representing the top 90% of the parent index, as determined by the index provider.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 1.33% |
| 5y Average Return | 0.00% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.97 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| QVML | Category Average | QVML | Category Average | QVML | Category Average | |
| Alpha | -0.11 | -1.25 | 0 | -0.73 | 0 | -1.16 |
| BETA | 0.97 | 0.97 | 0 | 0.97 | 0 | 0.99 |
| Mean Annual Return | 1.04 | 0.95 | 0 | 1.23 | 0 | 0.96 |
| R-squared | 98.86 | 93.69 | 0 | 93.88 | 0 | 94.96 |
| Standard Deviation | 16.03 | 16.48 | 0 | 16.2 | 0 | 15.6 |
| Sharpe Ratio | 0.5 | 0.41 | 0 | 0.74 | 0 | 0.62 |
| Treynor Ratio | 7.35 | 5.99 | 0 | 11.84 | 0 | 8.99 |
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