INVESCO S&P 500 VALUE WITH MOMENTUM ETF

Symbol: SPVM

Exchange: NYSE ARCA

Sector: Financial_Services

Category: Mid-Cap Value

Inception Date: 16/06/2011

Latest Date: 17/04/2026

Current Price: $71.30

Expense Ratio: 0.39%

Assets Under Management
$100.0M
0.62% 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

4.38%

Volatility

12.51%

Sharpe Ratio

-3.156

VaR 95%

-1.34%

CVaR 95%: -1.42%
Max Drawdown: -5.58%
Sortino Ratio: -5.291
Calmar Ratio: -6.43
Return

3.86%

Volatility

12.05%

Sharpe Ratio

0.277

VaR 95%

-1.26%

CVaR 95%: -1.38%
Max Drawdown: -7.08%
Sortino Ratio: 0.464
Calmar Ratio: 0.98
Return

10.59%

Volatility

12.22%

Sharpe Ratio

0.858

VaR 95%

-1.25%

CVaR 95%: -1.62%
Max Drawdown: -7.08%
Sortino Ratio: 1.321
Calmar Ratio: 1.99
Return

34.58%

Volatility

16.71%

Sharpe Ratio

1.094

VaR 95%

-1.37%

CVaR 95%: -2.39%
Max Drawdown: -7.80%
Sortino Ratio: 1.405
Calmar Ratio: 2.81
Return

38.72%

Volatility

15.44%

Sharpe Ratio

0.638

VaR 95%

-1.26%

CVaR 95%: -2.12%
Max Drawdown: -18.66%
Sortino Ratio: 0.898
Calmar Ratio: 0.72
Return

55.91%

Volatility

14.50%

Sharpe Ratio

0.842

VaR 95%

-1.27%

CVaR 95%: -1.94%
Max Drawdown: -18.66%
Sortino Ratio: 1.228
Calmar Ratio: 0.85

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.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.124%

Best Day

2.915%

22/04/2025
Worst Day

-2.165%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $70.86 $71.59 $70.86 $71.30 15,400
16/04/2026 $70.42 $70.75 $70.42 $70.75 9,800
15/04/2026 $70.57 $70.65 $70.26 $70.42 10,900
14/04/2026 $70.48 $70.69 $70.16 $70.54 17,200
13/04/2026 $69.87 $70.43 $69.75 $70.43 10,500
10/04/2026 $70.77 $70.77 $70.02 $70.09 10,400
02/04/2026 $68.71 $69.37 $68.71 $69.37 13,400
01/04/2026 $69.09 $69.25 $68.98 $69.09 188,000
31/03/2026 $68.60 $69.00 $68.08 $68.90 19,900
30/03/2026 $68.44 $68.47 $67.68 $67.89 7,000