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Invesco S&P Emerging Markets Momentum ETF (EEMO)

16.06 +0.06 (+0.37%)
At close: April 25 at 12:29 PM EDT

ETF Summary

The fund will invest at least 90% of its total assets in securities that comprise the underlying index, as well as ADRs and GDRs that represent securities in the underlying index. 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 Emerging Plus LargeMidCap that have the highest "momentum score."

Risk Overview

Performance & Risk

YTD Return 6.41%
5y Average Return 2.95%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.81
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EEMOCategory AverageEEMOCategory AverageEEMOCategory Average
Alpha -4.2 -5.68 -1.99 -2.21 -2.4 -0.91
BETA 0.81 0.95 0.95 0.99 1.06 1
Mean Annual Return -0.09 -0.21 0.42 0.42 0.26 0.37
R-squared 57.3 77.77 62.3 79.48 64.21 76.88
Standard Deviation 17.48 17.81 21.16 19.62 19.91 17.17
Sharpe Ratio -0.23 -0.29 0.14 0.15 0.08 0.17
Treynor Ratio -6.79 -6.88 0.68 1.12 -0.33 1.48

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