Summary
PHDG
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 25.20% Volatility 10.70% Sharpe 0.22
Official loaded data — not a live quote.

INVESCO S&P 500 DOWNSIDE HEDGED ETF

Symbol: PHDG

Exchange: NYSE

Sector: Technology

Category: Equity Hedged

Inception date: 06/12/2012

Latest date: 03/06/2026

Current price: $42.44

Expense ratio: 0.39%

Assets under management
$65.0M
-0.40% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.89%

Ann. -8.54% (Sharpe / Sortino numerator)

Volatility

9.37%

Sharpe ratio

-1.299

VaR 95%

-0.77%

CVaR 95%: -0.82%
Max drawdown: -3.36%
Sortino ratio: -3.066
Calmar ratio: -2.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.63%

Ann. 6.12% (Sharpe / Sortino numerator)

Volatility

8.28%

Sharpe ratio

0.301

VaR 95%

-0.67%

CVaR 95%: -1.06%
Max drawdown: -3.36%
Sortino ratio: 0.429
Calmar ratio: 1.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

11.91%

Ann. 3.18% (Sharpe / Sortino numerator)

Volatility

8.98%

Sharpe ratio

-0.050

VaR 95%

-0.81%

CVaR 95%: -1.19%
Max drawdown: -3.52%
Sortino ratio: -0.076
Calmar ratio: 0.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.20%

Ann. 6.03% (Sharpe / Sortino numerator)

Volatility

10.70%

Sharpe ratio

0.225

VaR 95%

-0.82%

CVaR 95%: -1.54%
Max drawdown: -7.66%
Sortino ratio: 0.253
Calmar ratio: 0.79

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.43%

Ann. 3.89% (Sharpe / Sortino numerator)

Volatility

10.63%

Sharpe ratio

0.025

VaR 95%

-0.91%

CVaR 95%: -1.53%
Max drawdown: -14.79%
Sortino ratio: 0.031
Calmar ratio: 0.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.65%

Ann. 6.86% (Sharpe / Sortino numerator)

Volatility

10.48%

Sharpe ratio

0.308

VaR 95%

-0.91%

CVaR 95%: -1.46%
Max drawdown: -14.79%
Sortino ratio: 0.418
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.091%

Best day

1.867%

18/12/2025
Worst day

-1.963%

17/12/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $42.61 $42.67 $42.44 $42.44 440,700
02/06/2026 $42.64 $42.85 $42.41 $42.71 11,900
01/06/2026 $42.63 $42.87 $42.47 $42.81 16,400
29/05/2026 $42.43 $42.65 $42.42 $42.63 23,600
28/05/2026 $42.33 $42.54 $42.25 $42.44 5,500
27/05/2026 $42.44 $42.44 $42.22 $42.22 3,200
26/05/2026 $42.17 $42.48 $42.05 $42.24 3,000
22/05/2026 $42.00 $42.22 $41.92 $42.02 13,100
21/05/2026 $41.79 $42.05 $41.79 $41.85 1,100
20/05/2026 $41.60 $41.79 $41.60 $41.79 1,300