Performance analysis of OMFS (INVESCO RUSSELL 2000(R) DYNAMIC MULTIFACTOR ETF)
Annual Return
Over the past 3 years, OMFS has had an average annual return of +14.51%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, OMFS has had an average annual return of +7.96%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Nov 10, 2017, OMFS has had an average annual return of +10.60%, underperforming the benchmark SPY, which returned +14.80% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +20.63% | +13.33% | +3.98% | +15.11% | -17.30% | +28.61% | +15.06% | +27.11% | -9.03% | +3.71% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +5.67% | +1.06% | -4.37% | +9.83% | +2.36% | +5.19% | -0.11% | +20.63% | |||||
| 2025 | +2.87% | -3.02% | -3.65% | -1.47% | +5.47% | +1.74% | +0.95% | +6.65% | +2.22% | -0.90% | +1.72% | +0.51% | +13.33% |
| 2024 | -6.19% | +0.84% | +3.40% | -6.41% | +5.35% | -2.06% | +8.04% | +0.08% | +1.26% | -0.71% | +11.44% | -9.14% | +3.98% |
| 2023 | +10.15% | -1.45% | -4.95% | -2.34% | -1.63% | +7.72% | +5.52% | -5.10% | -6.05% | -4.99% | +7.85% | +11.83% | +15.11% |
| 2022 | -8.07% | +0.49% | +0.22% | -6.37% | +1.97% | -9.73% | +8.66% | -4.50% | -8.07% | +11.95% | +3.96% | -6.64% | -17.30% |
| 2021 | +9.10% | +6.36% | +3.24% | +1.49% | +1.97% | +2.05% | -4.89% | +2.39% | -1.86% | +5.38% | -1.80% | +2.80% | +28.61% |
| 2020 | -7.86% | -10.18% | -19.43% | +11.57% | +5.35% | +1.32% | +0.12% | +8.96% | -4.50% | +3.59% | +24.08% | +8.22% | +15.06% |
| 2019 | +9.52% | +4.61% | -1.58% | +3.57% | -5.99% | +6.13% | +0.61% | -5.05% | +5.58% | +0.83% | +3.28% | +3.87% | +27.11% |
| 2018 | +1.98% | -3.30% | -0.44% | +1.86% | +5.25% | +0.13% | +2.13% | +3.61% | -2.43% | -5.91% | +1.83% | -12.74% | -9.03% |
| 2017 | +5.16% | -1.38% | +3.71% |
Drawdown analysis of OMFS (INVESCO RUSSELL 2000(R) DYNAMIC MULTIFACTOR ETF)
The maximum drawdown for the OMFS was -42.49%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current OMFS drawdown is -0.18%.
Since Nov 10, 2017 OMFS has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 4 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.49% | Dec 19, 2019 | 63 | Mar 23, 2020 | 166 | Nov 16, 2020 | 229 |
| -29.23% | Nov 12, 2021 | 221 | Sep 30, 2022 | 530 | Nov 8, 2024 | 751 |
| -22.94% | Aug 27, 2018 | 82 | Dec 24, 2018 | 182 | Sep 16, 2019 | 264 |
| -22.35% | Nov 25, 2024 | 90 | Apr 8, 2025 | 103 | Sep 5, 2025 | 193 |
| -11.30% | Jun 8, 2021 | 28 | Jul 19, 2021 | 69 | Oct 25, 2021 | 97 |
| -10.10% | Mar 15, 2021 | 7 | Mar 24, 2021 | 51 | Jun 7, 2021 | 58 |
| -9.37% | Feb 6, 2026 | 29 | Mar 20, 2026 | 16 | Apr 14, 2026 | 45 |
| -8.60% | Sep 18, 2025 | 45 | Nov 20, 2025 | 8 | Dec 3, 2025 | 53 |
| -8.42% | Sep 16, 2019 | 16 | Oct 8, 2019 | 19 | Nov 4, 2019 | 35 |
| -7.62% | Jan 26, 2018 | 10 | Feb 9, 2018 | 69 | May 21, 2018 | 79 |
| -6.57% | Feb 9, 2021 | 16 | Mar 4, 2021 | 4 | Mar 10, 2021 | 20 |
| -4.90% | Nov 24, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |
| -4.51% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -4.21% | Dec 11, 2025 | 13 | Dec 31, 2025 | 5 | Jan 8, 2026 | 18 |
| -3.85% | May 6, 2026 | 9 | May 19, 2026 | 4 | May 26, 2026 | 13 |
| -3.82% | Nov 5, 2019 | 12 | Nov 21, 2019 | 10 | Dec 6, 2019 | 22 |
| -3.28% | Jan 26, 2021 | 3 | Jan 29, 2021 | 3 | Feb 3, 2021 | 6 |
| -3.27% | Oct 25, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -3.03% | Jan 22, 2026 | 10 | Feb 5, 2026 | 1 | Feb 6, 2026 | 11 |
| -2.96% | Dec 4, 2017 | 8 | Dec 14, 2017 | 24 | Jan 22, 2018 | 32 |
| -2.82% | Jun 20, 2018 | 8 | Jul 2, 2018 | 31 | Aug 15, 2018 | 39 |
| -2.65% | Dec 10, 2020 | 2 | Dec 14, 2020 | 1 | Dec 15, 2020 | 3 |
| -2.46% | May 26, 2026 | 8 | Jun 5, 2026 | 4 | Jun 11, 2026 | 12 |
| -2.07% | Jul 6, 2026 | 2 | Jul 8, 2026 | Ongoing | Ongoing | Ongoing |
| -1.99% | Dec 17, 2020 | 2 | Dec 21, 2020 | 2 | Dec 23, 2020 | 4 |