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BRCAX: INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS A (MUTUAL FUND)
Basic Info 6.71 0.03(0.45%) May 08
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (47%) |
Start Date: | 12/02/2010 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 3.67% |
Expenses | 1.15% |
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Performance Analytics (As of 05/06/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/02/2010 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.1 | 6.8 | 7.3 | 4.3 | 7.6 | 0.5 | -0.6 | -3.4 | 7.8 | 19.2 | 7.8 | 4.2 | -12.2 | 4.5 | 11.6 | -16.8 | -16.0 | -14.1 | 3.3 | -8.6 | 7.1 |
Sharpe Ratio | NA | 1.61 | 0.45 | 0.16 | 0.35 | -0.05 | -0.1 | -0.6 | 0.29 | 1.32 | 0.4 | 0.3 | -1.4 | 0.41 | 0.94 | -1.46 | -1.7 | -1.05 | 0.19 | -0.43 | 11.8 |
Draw Down(%) | NA | 3.5 | 8.5 | 20.7 | 31.1 | 49.8 | 60.8 | 10.9 | 19.5 | 8.1 | 31.1 | 8.3 | 15.5 | 13.4 | 7.4 | 17.7 | 19.3 | 19.3 | 14.0 | 20.1 | 1.3 |
Standard Deviation(%) | NA | 9.4 | 11.1 | 16.4 | 16.1 | 13.6 | 14.3 | 12.8 | 21.8 | 14.5 | 18.9 | 9.4 | 9.6 | 9.4 | 12.1 | 11.5 | 9.4 | 13.5 | 17.2 | 19.8 | 11.6 |
Treynor Ratio | NA | 0.21 | 0.07 | 0.04 | 0.08 | -0.01 | -0.02 | -0.12 | 0.08 | 0.32 | 0.1 | 0.05 | -0.25 | 0.06 | 0.21 | -0.32 | -0.26 | -0.14 | 0.04 | -0.11 | 1.79 |
Alpha | NA | 0.02 | 0.01 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.03 | -0.01 | 0.05 | -0.01 | -0.03 | 0.0 | 0.01 | -0.01 | 0.01 | -0.03 | 0.0 | -0.03 | 0.13 |
Beta | NA | 0.73 | 0.7 | 0.72 | 0.71 | 0.65 | 0.69 | 0.65 | 0.75 | 0.6 | 0.75 | 0.61 | 0.55 | 0.6 | 0.55 | 0.53 | 0.62 | 0.97 | 0.83 | 0.77 | 0.76 |
RSquared | NA | 0.72 | 0.78 | 0.8 | 0.77 | 0.73 | 0.68 | 0.74 | 0.84 | 0.66 | 0.74 | 0.77 | 0.69 | 0.63 | 0.67 | 0.67 | 0.57 | 0.59 | 0.52 | 0.65 | 0.61 |
Yield(%) | N/A | 0.0 | 3.7 | 8.6 | 6.8 | 2.6 | N/A | 3.6 | 9.7 | 17.0 | 0.0 | 1.0 | 0.1 | 0.0 | 2.8 | 0.0 | 0.0 | 0.1 | 2.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -64.6 | 3050.3 | 1073.2 | N/A | N/A | -64.2 | -42.7 | N/A | -100.0 | 500.0 | N/A | -100.0 | N/A | N/A | -100.0 | -95.2 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2010
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