What is SPMV?

SPMV tracks an index of stocks selected from the S&P 500. Holdings are selected and weighted to create a low-volatility portfolio, subject to constraints.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPMV 1.11% -0.23% -9.91% -5.90% 7.96% 9.30% --
SPMV (NAV) 1.26% -0.09% -9.83% -5.76% 7.99% 9.10% --
S&P 500 Minimum Volatitlity Index -- -- -- -- -- -- --
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.

SPMV Factset Analytics Insight

SPMV offers a minimum-volatility portfolio of US large-cap stocks at. Rather than simply holding a basket of low-volatility stocks, the fund’s index uses an optimization algorithm to build a portfolio of stocks that work together to reduce portfolio volatility. The optimizer limits sector and industry tilts, but the guard rails are set fairly wide. The optimizer also constrains exposure to other fundamental and technical risk factors, which should help the fund avoid surprises. Still, don’t expect SPMV to closely resemble its S&P 500 selection universe.

SPMV Summary Data

Invesco
07/13/17
0.10%
$22.61M
S&P 500 Minimum Volatitlity 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

SPMV Portfolio Data

$227.46B
20.28
3.70
1.69%
N/A
94

SPMV Index Data

S&P 500 Minimum Volatitlity Index
Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

SPMV Portfolio Management

0.10%
--
--
--

SPMV Tax Exposures

20.00% / 39.60%
0.71%
Qualified dividends
No

SPMV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
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 SPMV. SPMV is rated a 5 out of 5.

SPMV Tradability

1,282
$44.63K
565
$17.32K
0.25%
$0.09
-0.05%
0.19% / -0.29%
None
100.00%
50,000
0.01
0.03%
0.01%
0
$37.02
5

SPMV Sector/Industry Breakdown

SPMV Segment
Benchmark
18.38% --
17.85% --
13.28% --
12.83% --
7.09% --
7.05% --
6.83% --
4.86% --
2.91% --
2.72% --

SPMV Performance Statistics

0.90
0.76
0.77
0.77
0.52%
MSCI USA Large Cap Index

SPMV Countries

SPMV Segment
Benchmark
99.95% 99.89%
-- 0.11%

SPMV Regions

SPMV Segment
Benchmark
99.95% 100.00%

SPMV Economic Development

SPMV Segment
Benchmark
99.95% 100.00%
0.00% 0.00%

SPMV Benchmark Comparison Holdings

94
297
79
31.85%

SPMV Benchmark Comparison Summary

SPMV Segment
Benchmark
94 297
$227.46B $526.40B
20.28 19.24
3.70 4.07
1.95% 1.62%
Low Low

SPMV Benchmark Comparison Market Cap Size

SPMV Segment
Benchmark
99.67% 99.74%
0.26% 0.14%
0.00% 0.00%
0.00% 0.00%