Invesco Bloomberg MVP Multi-factor ETF (BMVP)

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Invesco Bloomberg MVP Multi-factor ETF (BMVP) is up 6.5% since the beginning of the year. BMVP is currently trading at $52 per share. Investors who bought $1,000 worth of BMVP shares 5 years ago would now be looking at an investment worth $1,353.

Invesco Bloomberg MVP Multi-factor ETF (BMVP) has returned 6.50% so far this year and 10.18% over the past 12 months.

Based on dividend-adjusted daily data since May 1, 2003, BMVP's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2011 with a return of +13.3%, while the worst month was Jul 2003 at -74.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BMVP closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Jul 21, 2003 at -75.4%.

Invesco Bloomberg MVP Multi-factor ETF has an annualized alpha of -0.50%, beta of 0.46, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since May 02, 2003.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.12%) than losses (31.38%) - typical of diversified or defensive assets.
• Beta of 0.46 may look defensive, but with R2 of 0.33 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

BMVP has an expense ratio of 0.29%, placing it in the medium range.

BMVP ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Invesco Bloomberg MVP Multi-factor ETF (BMVP) and compare them to S&P 500 Index.

Invesco Bloomberg MVP Multi-factor ETF provided a 1.67% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for Invesco Bloomberg MVP Multi-factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Invesco Bloomberg MVP Multi-factor 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 Invesco Bloomberg MVP Multi-factor ETF was 78.13%, occurring on Mar 9, 2009. Recovery took 2357 trading sessions.

The current Invesco Bloomberg MVP Multi-factor ETF drawdown is 1.77%.

The chart below shows the rolling one-month volatility.