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BRCYX: INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS Y (MUTUAL FUND)
Basic Info 7.02 0.03(0.43%) April 18
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (8%) |
Start Date: | 12/02/2010 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 0.00% |
Expenses | 1.15% |
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Performance Analytics (As of 04/18/2024)
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(%) | -0.6 | 8.0 | 4.1 | 7.1 | 7.5 | 0.8 | -0.2 | -3.2 | 7.9 | 19.5 | 7.9 | 4.5 | -12.0 | 4.9 | 11.8 | -16.6 | -15.9 | -13.8 | 3.6 | -8.1 | 7.1 |
Sharpe Ratio | NA | 3.57 | 0.14 | 0.38 | 0.38 | -0.01 | -0.07 | -0.58 | 0.3 | 1.35 | 0.41 | 0.33 | -1.39 | 0.45 | 0.97 | -1.45 | -1.67 | -1.02 | 0.21 | -0.41 | 11.89 |
Draw Down(%) | NA | 2.2 | 8.5 | 20.4 | 31.4 | 49.0 | 59.9 | 10.7 | 19.5 | 7.9 | 31.1 | 8.2 | 15.3 | 13.4 | 7.4 | 17.8 | 19.2 | 19.1 | 13.9 | 20.0 | 1.3 |
Standard Deviation(%) | NA | 9.3 | 11.3 | 16.4 | 16.1 | 13.6 | 14.3 | 12.8 | 21.8 | 14.5 | 18.7 | 9.3 | 9.6 | 9.5 | 12.0 | 11.5 | 9.5 | 13.6 | 17.1 | 19.8 | 11.5 |
Treynor Ratio | NA | 0.46 | 0.02 | 0.09 | 0.09 | 0.0 | -0.01 | -0.11 | 0.09 | 0.36 | 0.1 | 0.05 | -0.24 | 0.07 | 0.21 | -0.32 | -0.25 | -0.14 | 0.04 | -0.11 | 1.78 |
Alpha | NA | 0.05 | 0.01 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.03 | 0.0 | 0.05 | -0.01 | -0.03 | 0.01 | 0.01 | -0.01 | 0.01 | -0.03 | 0.01 | -0.02 | 0.13 |
Beta | NA | 0.72 | 0.7 | 0.7 | 0.7 | 0.65 | 0.68 | 0.66 | 0.76 | 0.54 | 0.74 | 0.61 | 0.55 | 0.6 | 0.55 | 0.53 | 0.63 | 0.97 | 0.83 | 0.77 | 0.76 |
RSquared | NA | 0.72 | 0.79 | 0.77 | 0.75 | 0.71 | 0.67 | 0.75 | 0.84 | 0.55 | 0.74 | 0.79 | 0.69 | 0.62 | 0.68 | 0.67 | 0.59 | 0.58 | 0.52 | 0.65 | 0.63 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2010
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