OMFSInvesco Russell 2000 Dynamic Multifactor ETF

Grow my money8y track recordRanked #1,069 of 3,055 in this goal

Tracks the investment results of the Russell 2000 Invesco Dynamic Multifactor Index.

By Invesco · Launched 2017

Annual Cost

0.39%

#1,988 of 6,040 · low cost

Fund Size

$281M

#2,159 of 6,040 · mid-size

Return (1Y)

+18.2%

Track Record

8 years

#1,647 of 6,040 · established

Performance

Total-return NAV · USD

Growth of $10,000

$11,497+15.0%

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

What's inside

How Beacon categorizes this fund

Asset class

Equity

Region

North america

Cap

Small

Strategy

Index enhanced

Factor

Multifactor

Index tracked

Russell 2000 Dynamic Multifactor Index

Holdings

By weight

Concentration

Top 10 holdings = 36.2% of funddiversified

Invesco Private Prime Fund

24.2%

Invesco Private Government Fund

9.2%

Terex Corp.

0.5%

Dana Inc.

0.4%

Compass, Inc.

0.4%

Constellium SE

0.3%

Herbalife Ltd.

0.3%

Praxis Precision Medicines, Inc.

0.3%

Peabody Energy Corp.

0.3%

Viasat, Inc.

0.3%

Asset allocation

Stocks

99.8%

Cash

0.3%

By sector

Financial Services

28.3%

Healthcare

15.1%

Technology

12.7%

Real Estate

12.3%

Industrials

9.6%

Consumer Cyclical

8.7%

Energy

4.2%

Basic Materials

3.8%

Other

5.4%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

17.0%Moderate

Year-on-year price swings

Max drawdown

-44.0%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.60Decent risk-adjusted returns

Sortino (3Y)

0.90Moderate downside risk

Listing

Exchange: Cboe BZX

Full fund details

Objective: Tracks the investment results of the Russell 2000 Invesco Dynamic Multifactor Index.
Strategy: Invests primarily in U.S. equity securities, targeting small capitalization companies. Utilizes a multifactor approach emphasizing low volatility, momentum, quality, size, and value factors, adjusting based on the economic cycle. Employs full replication methodology to track the Underlying Index.
Inception date: November 8, 2017
Fund family: Invesco