INVESCO RUSSELL 1000(R) DYNAMIC MULTIFACTOR ETF
Symbol: OMFL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception Date: 08/11/2017
Latest Date: 17/04/2026
Current Price: $65.07
Expense Ratio: 0.29%
Assets Under Management
$4.2B
0.87% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
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Performance Metrics
Return
6.36%
Volatility
17.96%
Sharpe Ratio
-2.076
VaR 95%
-1.73%
CVaR 95%:
-1.76%
Max Drawdown:
-6.39%
Sortino Ratio:
-3.957
Calmar Ratio:
-5.27
Return
5.60%
Volatility
15.84%
Sharpe Ratio
-0.587
VaR 95%
-1.73%
CVaR 95%:
-1.84%
Max Drawdown:
-7.80%
Sortino Ratio:
-0.928
Calmar Ratio:
-0.73
Return
8.15%
Volatility
14.34%
Sharpe Ratio
-0.076
VaR 95%
-1.72%
CVaR 95%:
-1.90%
Max Drawdown:
-7.80%
Sortino Ratio:
-0.109
Calmar Ratio:
0.33
Return
27.64%
Volatility
16.69%
Sharpe Ratio
0.606
VaR 95%
-1.62%
CVaR 95%:
-2.38%
Max Drawdown:
-7.80%
Sortino Ratio:
0.794
Calmar Ratio:
1.76
Return
29.10%
Volatility
15.56%
Sharpe Ratio
0.204
VaR 95%
-1.65%
CVaR 95%:
-2.26%
Max Drawdown:
-15.52%
Sortino Ratio:
0.275
Calmar Ratio:
0.44
Return
41.03%
Volatility
14.80%
Sharpe Ratio
0.467
VaR 95%
-1.58%
CVaR 95%:
-2.12%
Max Drawdown:
-15.52%
Sortino Ratio:
0.650
Calmar Ratio:
0.68
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.103%
Best Day
3.257%
10/04/2026
Worst Day
-2.475%
21/04/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $64.51 | $65.20 | $64.51 | $65.07 | 207,400 |
| 16/04/2026 | $64.20 | $64.32 | $64.06 | $64.17 | 117,600 |
| 15/04/2026 | $63.86 | $64.19 | $63.69 | $64.18 | 278,100 |
| 14/04/2026 | $63.49 | $63.89 | $63.40 | $63.89 | 131,200 |
| 13/04/2026 | $62.55 | $63.33 | $62.55 | $63.31 | 145,400 |
| 10/04/2026 | $63.19 | $63.19 | $62.71 | $62.77 | 241,000 |
| 02/04/2026 | $59.85 | $60.99 | $59.85 | $60.79 | 480,300 |
| 01/04/2026 | $60.41 | $60.96 | $60.41 | $60.68 | 230,500 |
| 31/03/2026 | $59.10 | $60.18 | $59.10 | $60.12 | 304,400 |
| 30/03/2026 | $59.74 | $59.74 | $58.38 | $58.61 | 161,200 |