Summary
XMMO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 4.67% Volatility 21.97% Sharpe 1.07
Official loaded data — not a live quote.

INVESCO S&P MIDCAP MOMENTUM ETF

Symbol: XMMO

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Blend

Inception date: 03/03/2005

Latest date: 15/10/2026

Current price: $141.96

Expense ratio: 0.34%

Assets under management
$7.0B
0.24% 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

-2.84%

Ann. -27.20% (Sharpe / Sortino numerator)

Volatility

30.84%

Sharpe ratio

-1.000

VaR 95%

-3.00%

CVaR 95%: -3.19%
Max drawdown: -7.03%
Sortino ratio: -1.572
Calmar ratio: -3.87

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

-11.50%

Ann. 22.47% (Sharpe / Sortino numerator)

Volatility

22.42%

Sharpe ratio

0.840

VaR 95%

-2.34%

CVaR 95%: -2.93%
Max drawdown: -8.50%
Sortino ratio: 1.252
Calmar ratio: 2.64

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

-9.19%

Ann. 18.74% (Sharpe / Sortino numerator)

Volatility

20.47%

Sharpe ratio

0.738

VaR 95%

-2.23%

CVaR 95%: -2.78%
Max drawdown: -8.50%
Sortino ratio: 1.130
Calmar ratio: 2.20

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

4.67%

Ann. 27.14% (Sharpe / Sortino numerator)

Volatility

21.97%

Sharpe ratio

1.070

VaR 95%

-2.14%

CVaR 95%: -3.30%
Max drawdown: -8.50%
Sortino ratio: 1.393
Calmar ratio: 3.19

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

16.35%

Ann. 14.89% (Sharpe / Sortino numerator)

Volatility

21.19%

Sharpe ratio

0.531

VaR 95%

-2.11%

CVaR 95%: -3.15%
Max drawdown: -24.93%
Sortino ratio: 0.738
Calmar ratio: 0.60

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

81.37%

Ann. 25.86% (Sharpe / Sortino numerator)

Volatility

19.89%

Sharpe ratio

1.118

VaR 95%

-1.90%

CVaR 95%: -2.83%
Max drawdown: -24.93%
Sortino ratio: 1.607
Calmar ratio: 1.04

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

0.028%

Best day

4.308%

31/03/2026
Worst day

-4.129%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $141.62 $141.96 $139.10 $141.96 530,700
14/10/2026 $145.17 $145.79 $142.61 $143.26 379,000
13/10/2026 $145.99 $146.89 $144.98 $146.72 438,600
12/10/2026 $148.32 $148.35 $146.44 $146.50 312,600
09/10/2026 $148.36 $149.19 $146.92 $148.79 361,300
08/10/2026 $147.47 $148.58 $146.50 $147.38 438,300
07/10/2026 $149.73 $150.00 $148.04 $148.32 422,400
06/10/2026 $152.13 $152.53 $151.35 $151.74 377,300
05/10/2026 $151.65 $152.94 $149.88 $151.55 341,400
02/10/2026 $150.74 $152.33 $150.74 $151.41 345,900