OMFLInvesco Russell 1000 Dynamic Multifactor ETF

Grow my money8y track recordRanked #317 of 2,960 in this goal

Seeks to track the investment results of the Russell 1000 Dynamic Multifactor Index.

By Invesco · Launched 2017

Annual Cost

0.29%

#1,391 of 5,562 · low cost

Fund Size

$4.7B

#452 of 5,562 · large

Return (1Y)Goal

+23.2%

Track Record

8 years

#1,662 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,157+21.6%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Systematic alpha

Index tracked

Russell 1000 Dynamic Multifactor Index

What it actually holds

By weight

Concentration

Top 10 holdings = 27.3% of fund✓ well diversified

NVIDIA Corp.

5.7%

Apple Inc.

4.1%

Microsoft Corp.

4.0%

Invesco Private Prime Fund

2.9%

Amazon.com, Inc.

2.7%

Meta Platforms, Inc.

2.6%

Alphabet Inc.

1.6%

Tesla, Inc.

1.3%

Alphabet Inc.

1.3%

Invesco Private Government Fund

1.1%

Asset allocation

Stocks

100.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

12.5%Moderate

Year-on-year price swings

Max drawdown

-33.2%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.71Decent risk-adjusted returns

Sortino (3Y)

1.01Good downside protection

Where to buy

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks to track the investment results of the Russell 1000 Dynamic Multifactor Index.
Strategy: Invests primarily in U.S. equity securities from the Russell 1000 Index, utilizing a dynamic factor investing approach. The strategy targets factors like low volatility, momentum, quality, size, and value based on the economic cycle.
Inception date: November 8, 2017
Fund family: Invesco