OMFS
Invesco Russell 2000 Dynamic Mltfct ETF
$35.39
0.15 (0.43%)
Currency in USD / Last Updated: 4/22/2024
| Category | Small Cap |
|---|---|
| Market Cap | 359.208M |
| 52 Week High | 39.456 |
| 52 Week Low | 31.556 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0039 |
Overview
| 52 Week High | 39.46 |
|---|---|
| 52 Week Low | 31.56 |
| Market Cap | 359.21M |
| Shares Outstanding | 10.15M |
| Income Dividend Yield | 1.56% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.56% |
Returns Annualized
| One Day | 191.95% |
|---|---|
| Five Days | 35.02% |
| One Months | -32.26% |
| Three Months | -17.47% |
| Six Months | 22.43% |
| Nine Months | -4.33% |
| One Year | 3.02% |
| Three Years | -2.15% |
| Five Years | 7.42% |
| Ten Years | -999 |
| YTD | -24.82% |
| Since Inception | 7.05% |
Returns Total
| One Day | 0.43% |
|---|---|
| Five Days | 0.60% |
| One Month | -3.04% |
| Three Months | -4.68% |
| Six Months | 10.55% |
| Nine Months | -3.26% |
| One Year | 3.01% |
| Three Years | -6.30% |
| Five Years | 42.94% |
| Ten Years | -999 |
| YTD | -8.34% |
| Since Inception | 54.83% |
Yearly Returns
| 2024 | -8.34% |
|---|---|
| 2023 | 15.11% |
| 2022 | -17.31% |
| 2021 | 28.63% |
| 2020 | 15.73% |
| 2019 | 26.37% |
| 2018 | -9.04% |
| 2017 | 3.71% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -22.68% |
|---|---|
| Beta | 1.14 |
| Correlation | 66.08% |
| Downside Deviation | 4.13% |
| Coefficient of determination | 43.67% |
| Standard Deviation | 5.89% |
| Sharpe Ratio | -0.99 |
| Sortino | -4.89 |
| Treynor | -2.09 |
| Ulcer Index | 7.5 |
| Ulcer Performance Index | -2.7 |