OMFL
Invesco Russell 1000 Dynamic Mltfct ETF
$51.45
0.03 (0.06%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 5899.257M |
| 52 Week High | 54.99 |
| 52 Week Low | 42.722 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.0029 |
Overview
| 52 Week High | 54.99 |
|---|---|
| 52 Week Low | 42.72 |
| Market Cap | 5,899.26M |
| Shares Outstanding | 114.66M |
| 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 | 15.85% |
|---|---|
| Five Days | -40.95% |
| One Months | -26.12% |
| Three Months | -18.68% |
| Six Months | 6.56% |
| Nine Months | 18.94% |
| One Year | 8.87% |
| Three Years | 4.73% |
| Five Years | 13.07% |
| Ten Years | -999 |
| YTD | 1.92% |
| Since Inception | 13.27% |
Returns Total
| One Day | 0.06% |
|---|---|
| Five Days | -1.04% |
| One Month | -2.37% |
| Three Months | -4.96% |
| Six Months | 3.17% |
| Nine Months | 13.72% |
| One Year | 8.86% |
| Three Years | 14.79% |
| Five Years | 84.49% |
| Ten Years | -999 |
| YTD | 0.99% |
| Since Inception | 128.29% |
Yearly Returns
| 2024 | 0.99% |
|---|---|
| 2023 | 21.52% |
| 2022 | -13.97% |
| 2021 | 28.95% |
| 2020 | 20.96% |
| 2019 | 35.58% |
| 2018 | -2.57% |
| 2017 | 4.95% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -14.51% |
|---|---|
| Beta | 0.77 |
| Correlation | 61.76% |
| Downside Deviation | 3.47% |
| Coefficient of determination | 38.14% |
| Standard Deviation | 4.02% |
| Sharpe Ratio | -1.43 |
| Sortino | -5.72 |
| Treynor | 4.53 |
| Ulcer Index | 5.27 |
| Ulcer Performance Index | -3.77 |