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

27.29 +0.14  +0.50% NYSE Arca Nov 15, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 27.37
Discount or Premium to NAV -0.31%
Turnover Ratio 542.0%
1 Year Fund Level Flows -5.683M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.79% 2.93% 2.25% 38
3M 1.19% 1.50% 4.04% 72
6M -0.23% -0.25% 3.86% 86
YTD 5.14% 5.17% 10.00% 76
1Y 0.08% 0.23% 4.78% 77
3Y 6.57% 6.59% 5.04% 37
5Y 0.92% 0.99% 2.94% 78
10Y -- -- 5.19% --
15Y -- -- 4.79% --
20Y -- -- 5.42% --
As of Nov. 15, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 6.91% 6.91% 0.00%
Stock 93.09% 93.09% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Nov. 17, 2019

Region Exposure

Americas 99.04%
North America 99.04%
Latin America 0.00%
Greater Europe 0.91%
United Kingdom 0.56%
Europe Developed 0.32%
Europe Emerging 0.03%
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 99.97%
% Emerging Markets 0.03%
As of Nov. 17, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.33%
Communication Services 10.47%
Consumer Cyclical 9.62%
Consumer Defensive 7.60%
Energy 4.34%
Financial Services 16.04%
Healthcare 14.21%
Industrials 9.90%
Real Estate 3.02%
Technology 19.15%
Utilities 3.34%
As of Nov. 17, 2019

Stock Market Capitalization

Giant 55.49%
Large 34.29%
Medium 10.22%
Small 0.00%
Micro 0.00%
As of Nov. 17, 2019

Stock Style Exposure

Large Cap Value 28.43%
Large Cap Blend 32.91%
Large Cap Growth 28.71%
Mid Cap Value 3.91%
Mid Cap Blend 3.75%
Mid Cap Growth 2.29%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Nov. 17, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Cboe Vix Future Sep16 12.00% -- --
-- Future on S&P 500 Dec19 6.71% -- --
ASSF E-mini S&P 500 Futures Dec19 5.59% -- --
MSFT Microsoft Corp 2.95% 150.18 +0.14%
AAPL Apple Inc 2.91% 266.86 +0.41%
AMZN Amazon.com Inc 1.86% 1740.76 +0.07%
-- Cboe Vix Future Dec19 1.83% -- --
FB Facebook Inc A 1.21% 196.83 +0.89%
BRK.B Berkshire Hathaway Inc B 1.11% 219.43 -0.14%
JPM JPMorgan Chase & Co 1.07% 130.25 +0.56%
As of Nov. 17, 2019
Advertisement

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 2.44 yrs
Peter Hubbard 6.24 yrs
Theodore Samulowitz 6.24 yrs

Net Fund Flows

1M -1.338M
3M -16.46M
6M -17.85M
YTD -2.985M
1Y -5.683M
3Y -95.61M
5Y -403.30M
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) 0.6089
Max Drawdown (All) 17.69%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.2418
30-Day Rolling Volatility 6.32%
Daily Value at Risk (VaR) 1% (All) 1.55%
Monthly Value at Risk (VaR) 1% (All) 5.68%

Fundamentals

Dividend Yield TTM (11-15-19) 1.65%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 20.77
Weighted Average Price to Sales Ratio 2.202
Weighted Average Price to Book Ratio 3.207
Weighted Median ROE 26.14%
Weighted Median ROA 8.99%
Forecasted Dividend Yield 1.96%
Forecasted PE Ratio 18.60
Forecasted Price to Sales Ratio 2.161
Forecasted Price to Book Ratio 3.202
Number of Holdings 513
As of Nov. 17, 2019

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.33%
Forecasted Book Value Growth 4.48%
Forecasted Cash Flow Growth 13.08%
Forecasted Earnings Growth 13.81%
Forecasted Revenue Growth 7.06%
As of Nov. 17, 2019

Comparables

Edit

Attributes

Key Dates
Inception Date 12/5/2012
Termination Date
Last Annual Report Date 10/31/2018
Last Prospectus Date 2/28/2019
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
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.