α52
Alpha 52
Where AI meets Quant
SPMO
115.69
- 1.42%
Signal: 6.8
Slowing Down
Invesco S&P 500 Momentum ETF
Thematic ETF

Investment Metrics

Overall Rank

For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.

Color Key

4th Quartile
3rd Quartile
2nd Quartile
1st Quartile

Performance Metrics

Metric 3M 6M 1Y
Return 10.13% 12.67% 31.56%
Price Trend 0.97 0.87 0.80

Risk Metrics

Metric 3M 6M 1Y
Volatility 6.95% 20.34% 23.42%
Max Drawdown -2.39% -20.00% -20.13%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.30 0.52 1.15
Calmar Ratio 4.24 0.63 1.57
Sortino Ratio 1.93 0.68 1.49
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