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Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)

ETF · Currency in USD
ISIN
US46138J6192
CUSIP
46138J619
Issuer
Invesco
Inception Date
Nov 8, 2017
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.29%
Index Tracked
Russell 1000 OFI Dynamic Multifactor Index
ETF Home Page
www.invesco.com
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

OMFLPrice Chart


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OMFLPerformance

The chart shows the growth of $10,000 invested in Invesco Russell 1000 Dynamic Multifactor ETF on Nov 13, 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,800 for a total return of roughly 108.00%. All prices are adjusted for splits and dividends.


OMFL (Invesco Russell 1000 Dynamic Multifactor ETF)
Benchmark (S&P 500)

OMFLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.33%0.43%
6M5.52%9.37%
YTD24.47%22.33%
1Y28.47%26.59%
5Y19.90%15.35%
10Y19.90%15.35%

OMFLMonthly Returns Heatmap


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OMFLSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco Russell 1000 Dynamic Multifactor ETF Sharpe ratio is 1.69. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


OMFL (Invesco Russell 1000 Dynamic Multifactor ETF)
Benchmark (S&P 500)

OMFLDividends

Invesco Russell 1000 Dynamic Multifactor ETF granted a 1.18% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $0.58 per share.


PeriodTTM2020201920182017
Dividend$0.58$0.59$0.51$0.35$0.00

Dividend yield

1.18%1.48%1.53%1.39%0.00%

OMFLDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


OMFL (Invesco Russell 1000 Dynamic Multifactor ETF)
Benchmark (S&P 500)

OMFLWorst Drawdowns

The table below shows the maximum drawdowns of the Invesco Russell 1000 Dynamic Multifactor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Invesco Russell 1000 Dynamic Multifactor ETF is 33.24%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.24%Jan 17, 202045Mar 23, 202053Jun 8, 202098
-18.19%Oct 4, 201856Dec 24, 201866Apr 1, 2019122
-17.17%Jun 9, 202022Jul 9, 202086Nov 9, 2020108
-9.6%Jan 29, 201810Feb 9, 2018105Jul 12, 2018115
-7.86%Sep 17, 201916Oct 8, 201918Nov 1, 201934
-6.01%Jul 2, 202111Jul 19, 202111Aug 3, 202122
-5.85%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-5.63%Apr 25, 201927Jun 3, 201911Jun 18, 201938
-5.61%Jul 29, 20196Aug 5, 201924Sep 9, 201930
-5.29%Aug 30, 202116Sep 21, 202119Oct 18, 202135

OMFLVolatility Chart

Current Invesco Russell 1000 Dynamic Multifactor ETF volatility is 16.05%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


OMFL (Invesco Russell 1000 Dynamic Multifactor ETF)
Benchmark (S&P 500)

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