Summary
SPVM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.32% Volatility 16.71% Sharpe 1.09
Official loaded data — not a live quote.

INVESCO S&P 500 VALUE WITH MOMENTUM ETF

Symbol: SPVM

Exchange: NYSE

Sector: Financial_Services

Category: Mid-Cap Value

Inception date: 16/06/2011

Latest date: 16/07/2026

Current price: $76.67

Expense ratio: 0.39%

Assets under management
$114.5M
0.62% 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

3.41%

Ann. -35.86% (Sharpe / Sortino numerator)

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

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

8.89%

Ann. 6.97% (Sharpe / Sortino numerator)

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

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

11.65%

Ann. 14.12% (Sharpe / Sortino numerator)

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

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

30.32%

Ann. 21.92% (Sharpe / Sortino numerator)

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

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

40.37%

Ann. 13.48% (Sharpe / Sortino numerator)

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

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

68.31%

Ann. 15.83% (Sharpe / Sortino numerator)

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

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

0.108%

Best day

2.008%

22/08/2025
Worst day

-2.165%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $76.20 $76.67 $76.20 $76.67 72,800
15/07/2026 $75.74 $76.05 $75.67 $75.72 11,700
14/07/2026 $76.28 $76.41 $75.64 $75.78 16,100
13/07/2026 $76.00 $76.31 $75.82 $76.05 6,400
10/07/2026 $75.45 $75.59 $75.41 $75.59 3,800
09/07/2026 $75.32 $75.52 $75.07 $75.12 13,700
08/07/2026 $75.84 $75.84 $75.09 $75.09 13,600
07/07/2026 $75.89 $76.21 $75.80 $75.83 8,600
06/07/2026 $75.41 $75.55 $75.27 $75.49 9,600
02/07/2026 $75.19 $75.53 $75.01 $75.53 11,200