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SPMO ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


SPMO 100%EquityEquity
PositionCategory/SectorWeight
SPMO
Invesco S&P 500® Momentum ETF
Large Cap Growth Equities
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPMO ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
11.48%
8.81%
SPMO ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.13%1.45%8.81%26.52%13.43%10.88%
SPMO ETF35.68%0.29%11.49%51.03%18.48%N/A
SPMO
Invesco S&P 500® Momentum ETF
35.68%0.29%11.49%51.03%18.48%N/A

Monthly Returns

The table below presents the monthly returns of SPMO ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.64%11.49%4.16%-5.45%7.34%7.50%-1.67%3.78%35.68%
2023-0.46%-4.56%1.77%2.90%-5.51%6.05%1.76%2.37%-1.23%-1.99%9.81%6.51%17.57%
2022-6.37%-2.04%3.56%-8.53%1.56%-8.20%7.91%-2.95%-6.98%13.58%3.17%-3.16%-10.46%
20210.18%-1.44%1.65%5.36%-0.79%7.17%2.23%4.59%-4.68%7.37%-2.91%2.66%22.64%
20203.01%-8.29%-8.55%11.11%6.80%2.57%7.66%8.49%-1.67%-4.28%7.69%3.02%28.25%
20199.15%3.93%2.82%1.03%-2.48%4.82%0.86%-0.38%0.31%-0.27%1.97%1.98%25.93%
20187.29%-0.50%-3.96%1.41%3.95%-0.01%3.54%4.46%1.37%-9.81%1.59%-8.73%-0.92%
20170.91%3.98%-1.88%2.61%1.85%1.54%2.33%1.06%1.21%7.78%2.61%1.01%27.76%
2016-3.99%-0.20%5.59%0.50%0.04%-0.88%5.16%0.50%-1.86%-0.62%3.32%7.36%
20153.93%1.03%-2.11%2.79%

Expense Ratio

SPMO ETF has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SPMO ETF is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPMO ETF is 9090
SPMO ETF
The Sharpe Ratio Rank of SPMO ETF is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of SPMO ETF is 9090Sortino Ratio Rank
The Omega Ratio Rank of SPMO ETF is 9090Omega Ratio Rank
The Calmar Ratio Rank of SPMO ETF is 9191Calmar Ratio Rank
The Martin Ratio Rank of SPMO ETF is 8888Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SPMO ETF
Sharpe ratio
The chart of Sharpe ratio for SPMO ETF, currently valued at 2.86, compared to the broader market-1.000.001.002.003.004.002.86
Sortino ratio
The chart of Sortino ratio for SPMO ETF, currently valued at 3.70, compared to the broader market-2.000.002.004.006.003.70
Omega ratio
The chart of Omega ratio for SPMO ETF, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for SPMO ETF, currently valued at 3.90, compared to the broader market0.002.004.006.008.003.90
Martin ratio
The chart of Martin ratio for SPMO ETF, currently valued at 15.42, compared to the broader market0.0010.0020.0030.0015.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500® Momentum ETF
2.863.701.493.9015.42

Sharpe Ratio

The current SPMO ETF Sharpe ratio is 2.86. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.74 to 2.40, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of SPMO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.86
2.10
SPMO ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SPMO ETF granted a 0.41% dividend yield in the last twelve months.


TTM202320222021202020192018201720162015
SPMO ETF0.41%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
SPMO
Invesco S&P 500® Momentum ETF
0.41%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.26%
-0.58%
SPMO ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the SPMO ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPMO ETF was 30.95%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.

The current SPMO ETF drawdown is 3.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.95%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-23.39%Oct 2, 201858Dec 24, 2018121Jun 19, 2019179
-22.75%Jan 5, 2022182Sep 26, 2022306Dec 13, 2023488
-13.16%Jul 11, 202418Aug 5, 2024
-11.03%Dec 1, 201513Feb 12, 201619Jul 25, 201632

Volatility

Volatility Chart

The current SPMO ETF volatility is 5.89%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.89%
4.08%
SPMO ETF
Benchmark (^GSPC)
Portfolio components