SPMO ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SPMO ETF | 46.20% | 2.40% | 18.23% | 56.43% | 20.17% | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 46.20% | 2.40% | 18.23% | 56.43% | 20.17% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.64% | 11.49% | 4.16% | -5.45% | 7.34% | 7.50% | -1.67% | 3.78% | 1.64% | 0.20% | 46.20% | ||
| 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% |
| 2021 | 0.18% | -1.44% | 1.65% | 5.36% | -0.79% | 7.17% | 2.23% | 4.59% | -4.68% | 7.37% | -2.91% | 2.66% | 22.64% |
| 2020 | 3.01% | -8.29% | -8.55% | 11.11% | 6.80% | 2.57% | 7.66% | 8.49% | -1.67% | -4.28% | 7.69% | 3.02% | 28.25% |
| 2019 | 9.15% | 3.93% | 2.82% | 1.03% | -2.48% | 4.82% | 0.86% | -0.38% | 0.31% | -0.27% | 1.97% | 1.98% | 25.93% |
| 2018 | 7.29% | -0.50% | -3.96% | 1.41% | 3.95% | -0.01% | 3.54% | 4.46% | 1.37% | -9.81% | 1.59% | -8.73% | -0.92% |
| 2017 | 0.91% | 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% | |
| 2015 | 3.93% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of SPMO ETF is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 3.15 | 4.11 | 1.56 | 4.23 | 17.63 |
Dividends
Dividend yield
SPMO ETF provided a 0.45% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.45% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
| Portfolio components: | ||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.45% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.27 | |
| 2023 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.16 | $1.07 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.30 | $0.95 |
| 2021 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 | $0.34 |
| 2020 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.67 |
| 2019 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.19 | $0.58 |
| 2018 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.36 |
| 2017 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.05 | $0.26 |
| 2016 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.00 | $0.12 | $0.00 | $0.00 | $0.27 | $0.53 | |
| 2015 | $0.09 | $0.09 |
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.
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 1.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.95% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -23.39% | Oct 2, 2018 | 58 | Dec 24, 2018 | 121 | Jun 19, 2019 | 179 |
| -22.75% | Jan 5, 2022 | 182 | Sep 26, 2022 | 306 | Dec 13, 2023 | 488 |
| -13.16% | Jul 11, 2024 | 18 | Aug 5, 2024 | 43 | Oct 4, 2024 | 61 |
| -11.03% | Dec 1, 2015 | 13 | Feb 12, 2016 | 19 | Jul 25, 2016 | 32 |
Volatility
Volatility Chart
The current SPMO ETF volatility is 4.81%, 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.