Summary
SPMO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 19.98% 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: 15/10/2026

Current price: $144.18

Expense ratio: 0.13%

Assets under management
$23.0B
1.03% 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

0.50%

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

-3.72%

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

14.27%

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

19.98%

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

57.16%

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

149.73%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

5.17%

30/07/2026
Worst day

-5.594%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $142.72 $144.32 $141.43 $144.18 2,712,600
14/10/2026 $146.62 $147.37 $144.85 $145.18 2,104,600
13/10/2026 $147.39 $148.09 $146.68 $148.03 2,006,500
12/10/2026 $150.27 $150.44 $148.96 $149.36 1,528,100
09/10/2026 $151.53 $151.80 $150.57 $151.16 1,337,600
08/10/2026 $151.88 $152.59 $149.94 $150.84 1,876,700
07/10/2026 $151.19 $153.15 $151.10 $153.00 2,039,100
06/10/2026 $153.44 $153.75 $152.74 $152.99 1,671,200
05/10/2026 $152.90 $153.39 $152.36 $153.16 1,566,400
02/10/2026 $153.67 $154.11 $152.60 $153.23 2,113,600