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Invesco S&P MidCap Momentum ETF (XMMO)

109.63 -0.09 (-0.08%)
At close: 4:00 PM EDT
109.67 +0.04 (+0.04%)
After hours: 4:25 PM EDT

ETF Summary

The fund generally will invest at least 90% of its total assets in securities that comprise 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 MidCap 400® Index that have the highest "momentum score."

Risk Overview

Performance & Risk

YTD Return 22.28%
5y Average Return 14.23%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.06
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
XMMOCategory AverageXMMOCategory AverageXMMOCategory Average
Alpha 0.8 -4.28 1.83 -3.96 1.99 -3.98
BETA 1.06 0.99 0.98 1.06 1.04 1.07
Mean Annual Return 1.15 0.67 1.44 1.06 1.32 0.86
R-squared 73.55 82.24 75.08 84.27 74.06 82.81
Standard Deviation 21.81 19.14 20.71 21.31 18.31 17.9
Sharpe Ratio 0.5 0.27 0.73 0.5 0.79 0.5
Treynor Ratio 8.67 3.6 14.45 8.26 13.15 7.09

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