Invesco Russell 1000 Dynamic Multifactor ETF
Ticker
OMFL
ISIN
US46138J619
Price
USD 55.26
Change Today
-0.02 / -0.036 %
Price 1 year ago
44.67 / 23.711 %
Morningstar
5
52 Week Low
45.34
52 Week High
55.53
200 Day Moving Average 52.19
52.19
50-day Moving Average
53.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.42 |
| Sortino Ratio | 0.53 |
| Maximum Drawdown | -3.17% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -15.21 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.27 |
| Volatility | 4.86% |
| Alpha | +8.87 |
| Beta | None |
| R Squared | +90.25 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.073% |
| Average Annual Volatility | 21.039% |
| Sharpe Ratio | 0.72 |
| Sortino Ratio | 0.77 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.47 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the Russell 1000® Invesco Dynamic Multifactor Index. The fund generally will invest at least 80% of its total assets in the securities that comprise the underlying index. The underlying index is designed to reflect a dynamic combination of “factor investing” strategies that, in the view of the index provider, have historically outperformed other factors during various parts of the economic cycle. The fund is non-diversified.
Market
US
Category
Large Blend
Expense Ratio
0.29%
Fund family
Invesco
Morningstar
5
Yield
0.016900001
Exchange
BTS
| Sector | Weight |
|---|---|
| Financial services | 18.83% |
| Technology | 13.91% |
| Industrials | 11.95% |
| Energy | 9.86% |
| Healthcare | 9.67% |
| Consumer cyclical | 7.57% |
| Basic materials | 7.52% |
| Consumer defensive | 7.18% |
| Realestate | 4.74% |
| Communication services | 1.79% |
| Utilities | 1.31% |
| Country | Ratio |
|---|---|
| United States | 98.58 |
| United Kingdom | 1.18 |
| Switzerland | 0.23 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| DELL | Dell Technologies Inc Class C | 1.23% |
| HPQ | HP Inc | 1.16% |
| SYF | Synchrony Financial | 0.76% |
| ALLY | Ally Financial Inc | 0.75% |
| NUE | Nucor Corp | 0.73% |
| PWR | Quanta Services Inc | 0.71% |
| DFS | Discover Financial Services | 0.68% |
| NTAP | NetApp Inc | 0.68% |
| COF | Capital One Financial Corp | 0.67% |
| F | Ford Motor Co | 0.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IWF | iShares Russell 1000 Growth ETF | US4642876142 | PCX | 0.18% | 5 | -7.24 | |
| IWY | iShares Russell Top 200 Growth ETF | US4642894384 | PCX | 0.20% | 5 | -9.01 | |
| OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | US46138J619 | BTS | 0.29% | 5 | +8.87 | |
| OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | BTS | 0.39% | 5 | +7.41 | ||
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | US78468R754 | PCX | 0.20% | 5 | +10.39 | |
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.