Invesco S&P 500® Downside Hedged ETF (PHDG)

30.64 +0.16  +0.53% NYSE Arca May 29, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 30.38
Discount or Premium to NAV 0.86%
Turnover Ratio 608.0%
1 Year Fund Level Flows -7.482M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.38% 2.70% 2.17% 26
3M 10.03% 9.40% -1.14% 10
6M 12.61% 11.45% -5.80% 8
YTD 9.76% 8.62% -6.72% 10
1Y 14.85% 13.89% -0.65% 9
3Y 9.00% 7.94% 1.24% 9
5Y 4.69% 4.50% 1.36% 17
10Y -- -- 4.34% --
15Y -- -- 3.35% --
20Y -- -- 4.19% --
As of May 29, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 17.73% 17.73% 0.00%
Stock 74.53% 74.53% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 7.74% 7.74% 0.00%
As of May 28, 2020

Region Exposure

Americas 98.97%
North America 98.97%
Latin America 0.00%
Greater Europe 0.99%
United Kingdom 0.62%
Europe Developed 0.35%
Europe Emerging 0.01%
Africa/Middle East 0.00%
Greater Asia 0.05%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.05%
Asia Emerging 0.00%
Market Classification
% Developed Markets 99.99%
% Emerging Markets 0.01%
As of May 28, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.19%
Communication Services 10.91%
Consumer Cyclical 10.27%
Consumer Defensive 7.63%
Energy 2.97%
Financial Services 13.68%
Healthcare 15.29%
Industrials 8.46%
Real Estate 2.89%
Technology 22.46%
Utilities 3.24%
As of May 28, 2020

Stock Market Capitalization

Giant 52.61%
Large 35.13%
Medium 12.10%
Small 0.16%
Micro 0.00%
As of May 28, 2020

Stock Style Exposure

Large Cap Value 28.91%
Large Cap Blend 29.55%
Large Cap Growth 29.53%
Mid Cap Value 5.07%
Mid Cap Blend 4.49%
Mid Cap Growth 2.29%
Small Cap Value 0.10%
Small Cap Blend 0.06%
Small Cap Growth 0.00%
As of May 28, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- E-mini S&P 500 Future June 20 20.43% -- --
-- Cboe Vix Future Apr20 10.10% -- --
-- UxC Uranium U3O8 Future June 20 5.28% -- --
-- UxC Uranium U3O8 Future July 20 2.46% -- --
MSFT Microsoft Corp 2.39% 183.25 +1.02%
AAPL Apple Inc 2.29% 317.94 -0.10%
AMZN Amazon.com Inc 1.73% 2442.37 +1.72%
FB Facebook Inc A 0.94% 225.09 -0.16%
GOOGL Alphabet Inc A 0.73% 1433.52 +1.08%
GOOG Alphabet Inc Class C 0.73% 1428.92 +0.86%
As of May 28, 2020
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Basic Info

Investment Strategy
The investment seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad equity or fixed income market returns. The fund uses a quantitative, rules based strategy to allocate its assets among components of the S&P 500® Dynamic VEQTOR Index in a combination of (i) equity securities contained in the S&P 500® Index and that are listed on a U.S. securities exchange, (ii) Chicago Board Options Exchange Volatility Index related instruments, such as listed VIX Index futures contracts that reflect exposure to the S&P 500® VIX Short Term Futures Index, and (iii) money market instruments, cash and cash equivalents.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class Alternative
Broad Category Alternative
Category Name Long-Short Equity
Prospectus Objective Growth and Income
Fund Owner Firm Name Invesco
Benchmark Index
S&P 500 Dynamic VEQTOR TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
David Hemming 3.61 yrs
Peter Hubbard 7.41 yrs
Theodore Samulowitz 7.41 yrs

Net Fund Flows

1M 10.14M
3M 13.13M
6M 10.37M
YTD 11.72M
1Y -7.482M
3Y -61.31M
5Y -590.56M
10Y --
As of April 30, 2020

Risk Info

Beta (5Y) 0.3468
Max Drawdown (All) 17.69%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.6332
30-Day Rolling Volatility 13.76%
Daily Value at Risk (VaR) 1% (All) 1.76%
Monthly Value at Risk (VaR) 1% (All) 5.82%

Fundamentals

Dividend Yield TTM (5-29-20) 1.54%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 19.73
Weighted Average Price to Sales Ratio 2.101
Weighted Average Price to Book Ratio 3.037
Weighted Median ROE 27.41%
Weighted Median ROA 9.63%
Forecasted Dividend Yield 2.19%
Forecasted PE Ratio 21.05
Forecasted Price to Sales Ratio 1.980
Forecasted Price to Book Ratio 2.740
Number of Holdings 513
As of May 28, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.75%
Forecasted Book Value Growth 6.53%
Forecasted Cash Flow Growth 7.57%
Forecasted Earnings Growth 11.30%
Forecasted Revenue Growth 6.92%
As of May 28, 2020

Comparables

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Attributes

Key Dates
Inception Date 12/5/2012
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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