OMFS
Invesco Russell 2000 Dynamic Mltfct ETF
$35.01
-0.18 (-0.51%)
Currency in USD / Last Updated: 7/9/2024
| Category | Small Cap |
|---|---|
| Market Cap | 283.931M |
| 52 Week High | 39.281 |
| 52 Week Low | 31.416 |
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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 | 39.28 |
|---|---|
| 52 Week Low | 31.42 |
| Market Cap | 283.93M |
| Shares Outstanding | 8.11M |
| Income Dividend Yield | 1.64% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.64% |
Returns Annualized
| One Day | -72.57% |
|---|---|
| Five Days | -68.01% |
| One Months | -32.75% |
| Three Months | -19.66% |
| Six Months | -8.77% |
| Nine Months | 7.58% |
| One Year | 0.53% |
| Three Years | -3.32% |
| Five Years | 6.98% |
| Ten Years | -999 |
| YTD | -16.58% |
| Since Inception | 6.72% |
Returns Total
| One Day | -0.51% |
|---|---|
| Five Days | -2.23% |
| One Month | -3.10% |
| Three Months | -5.24% |
| Six Months | -4.41% |
| Nine Months | 5.56% |
| One Year | 0.53% |
| Three Years | -9.57% |
| Five Years | 40.01% |
| Ten Years | -999 |
| YTD | -8.92% |
| Since Inception | 53.86% |
Yearly Returns
| 2024 | -8.92% |
|---|---|
| 2023 | 15.12% |
| 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 | -20.05% |
|---|---|
| Beta | 0.65 |
| Correlation | 36.34% |
| Downside Deviation | 4.28% |
| Coefficient of determination | 13.20% |
| Standard Deviation | 5.77% |
| Sharpe Ratio | -1.41 |
| Sortino | -6.59 |
| Treynor | -7.44 |
| Ulcer Index | 8.25 |
| Ulcer Performance Index | -3.41 |