SPMO - SPMO: A Solid Mix Of High Momentum And Lower Volatility
2024-06-25 13:52:48 ET
Summary
- Momentum factor has shown excess returns in various assets over a 215-year period.
- Invesco S&P 500® Momentum ETF partially mitigates risks associated with momentum investing.
- SPMO fund uses risk-adjusted momentum and focuses on higher volatility in bear markets to enhance returns.
Momentum is one of the most well studied factor premiums. Academics* have even tested the momentum factor in assets such as bonds, currencies, commodities and U.S. stocks over a 215-year period. When taken as a whole, there are excess returns in momentum. ...
SPMO: A Solid Mix Of High Momentum And Lower Volatility