Cboe US - Nasdaq Real Time Price USD

Invesco S&P 500 Minimum Variance ETF (SPMV)

46.88
-0.03
(-0.06%)
As of May 12 at 9:30:03 AM 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. The underlying index is designed to measure the performance of a subset of constituent securities of the S&P 500 Index using a managed volatility equity strategy that seeks to achieve lower total volatility than the S&P 500 ® Index, while maintaining other similar characteristics of the S&P 500 ® Index.

Risk Overview

Performance & Risk

YTD Return 2.60%
5y Average Return 13.24%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.76
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
SPMVCategory AverageSPMVCategory AverageSPMVCategory Average
Alpha -1.61 -1.25 -0.52 -0.73 0 -1.16
BETA 0.76 0.97 0.78 0.97 0 0.99
Mean Annual Return 0.78 0.95 1.04 1.23 0 0.96
R-squared 86.36 93.69 86.93 93.88 0 94.96
Standard Deviation 13.47 16.48 13.51 16.2 0 15.6
Sharpe Ratio 0.35 0.41 0.71 0.74 0 0.62
Treynor Ratio 5.28 5.99 12 11.84 0 8.99

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