What is QVML?

QVML tracks a market-cap-weighted index that selects the top 90% of stocks in the S&P 500 based on three factors: quality, value, and momentum.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QVML 2.08% -0.54% -13.94% -11.43% -- -- --
QVML (NAV) 2.08% -3.65% -13.91% -13.46% -- -- --
S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index 2.09% -0.39% -13.82% -11.25% 10.89% 11.17% 13.36%
MSCI USA Large Cap Index 1.18% -1.89% -17.19% -15.47% 9.67% 10.62% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QVML Factset Analytics Insight

QVML uses a multi-factor approach to screen out stocks with the weakest quality, value, and momentum characteristics from the S&P 500—a broad US index comprising the largest 500 stocks. Each security in the parent index is assigned a multi-factor score by taking the average of quality (based on ROE, accruals and financial leverage), value (based on P/B, P/E and P/S), and momentum scores. Securities are ranked accordingly, and the bottom 10% or about 50 stocks are taken out of the index. Holdings are weighted by market-cap and rebalanced on a quarterly basis.

QVML Summary Data

Invesco
06/30/21
0.11%
$735.71M
S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
+$0.00B 90 Days

QVML Portfolio Data

$493.00B
17.25
3.52
1.67%
N/A
449

QVML Index Data

S&P 500 Quality, Value &Momentum Top 90% Multi-Factor Index
Market Cap
Multi-Factor
MSCI USA Large Cap Index

QVML Portfolio Management

0.11%
--
--
--

QVML Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QVML Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 11/30/22

This measurement shows how easy it is to trade a $1 million USD block of QVML. QVML is rated a 4 out of 5.

QVML Tradability

165
$3.57K
4
0
0.20%
$0.04
0.00%
0.33% / -1.51%
None
100.00%
50,000
0.00
0.07%
0.00%
0
$23.83
4

QVML Sector/Industry Breakdown

QVML Segment
Benchmark
16.04% --
15.39% --
14.55% --
11.75% --
6.09% --
5.22% --
4.55% --
4.18% --
3.32% --
3.22% --

QVML Performance Statistics

0.99
0.94
0.97
0.94
0.16%
MSCI USA Large Cap Index

QVML Countries

QVML Segment
Benchmark
100.00% 99.89%
-- 0.11%

QVML Regions

QVML Segment
Benchmark
100.00% 100.00%

QVML Economic Development

QVML Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

QVML Benchmark Comparison Holdings

449
297
235
84.18%

QVML Benchmark Comparison Summary

QVML Segment
Benchmark
449 297
$493.00B $526.40B
17.25 19.24
3.52 4.07
1.73% 1.62%
Low Low

QVML Benchmark Comparison Market Cap Size

QVML Segment
Benchmark
97.68% 99.74%
2.37% 0.14%
0.00% 0.00%
0.00% 0.00%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.