Invesco S&P 500® Momentum ETF

ISINUS46138E3392
TickerSPMO
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2022
Underlying assets
0

Metrics at a glance

CAGR
+28.25%
Volatility
20.49%
Sharpe
1.28
Sortino
1.61
Calmar
2.39
Ulcer Index
4.05
Max Drawdown
10.96%
VaR 95%monthly
6.89%
VaR 99%monthly
9.31%
% Positive Months
64.58%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

Invesco S&P 500® Momentum ETF
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.