Summary
SPMO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 29.79% Volatility 22.65% Sharpe 0.84
Official loaded data — not a live quote.

INVESCO S&P 500 MOMENTUM ETF

Symbol: SPMO

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 09/10/2015

Latest date: 16/07/2026

Current price: $145.28

Expense ratio: 0.13%

Assets under management
$22.2B
-1.52% 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

-5.90%

Ann. -39.42% (Sharpe / Sortino numerator)

Volatility

24.06%

Sharpe ratio

-1.789

VaR 95%

-2.22%

CVaR 95%: -2.89%
Max drawdown: -10.07%
Sortino ratio: -2.901
Calmar ratio: -3.91

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

14.80%

Ann. -15.72% (Sharpe / Sortino numerator)

Volatility

19.74%

Sharpe ratio

-0.980

VaR 95%

-2.10%

CVaR 95%: -2.61%
Max drawdown: -11.24%
Sortino ratio: -1.468
Calmar ratio: -1.40

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

21.60%

Ann. -9.38% (Sharpe / Sortino numerator)

Volatility

18.19%

Sharpe ratio

-0.715

VaR 95%

-2.08%

CVaR 95%: -2.52%
Max drawdown: -12.95%
Sortino ratio: -1.013
Calmar ratio: -0.72

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

29.79%

Ann. 22.71% (Sharpe / Sortino numerator)

Volatility

22.65%

Sharpe ratio

0.842

VaR 95%

-2.04%

CVaR 95%: -3.26%
Max drawdown: -12.95%
Sortino ratio: 1.053
Calmar ratio: 1.75

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

63.58%

Ann. 20.80% (Sharpe / Sortino numerator)

Volatility

21.01%

Sharpe ratio

0.817

VaR 95%

-2.12%

CVaR 95%: -3.06%
Max drawdown: -20.13%
Sortino ratio: 1.061
Calmar ratio: 1.03

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

168.94%

Ann. 29.36% (Sharpe / Sortino numerator)

Volatility

18.87%

Sharpe ratio

1.364

VaR 95%

-1.82%

CVaR 95%: -2.71%
Max drawdown: -20.13%
Sortino ratio: 1.812
Calmar ratio: 1.46

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.114%

Best day

4.802%

11/06/2026
Worst day

-5.594%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $147.52 $148.30 $144.50 $145.28 3,541,000
15/07/2026 $153.04 $153.27 $147.05 $150.00 2,456,700
14/07/2026 $153.52 $153.60 $151.42 $152.86 1,657,000
13/07/2026 $151.11 $151.58 $149.25 $149.73 1,704,400
10/07/2026 $151.66 $154.28 $151.16 $153.75 1,628,400
09/07/2026 $154.68 $155.13 $152.82 $153.08 1,952,600
08/07/2026 $147.91 $150.80 $147.90 $150.57 2,488,200
07/07/2026 $149.24 $149.92 $146.68 $149.42 2,667,600
06/07/2026 $153.25 $154.68 $152.59 $152.98 2,143,800
02/07/2026 $155.84 $156.68 $149.00 $150.83 3,356,300