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FRN: Invesco Frontier Markets ETF (ETF)
Basic Info
| Asset Class: | DIVERSIFIED EMERGING MKTS |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 09/10/2003 |
| Last Dividend Date: | 02/12/2020 |
| 12-Mo. Yield | 3.40% |
| Expenses | 0.70% |
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Performance Analytics (As of 02/14/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 09/10/2003 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 4.7 | 10.4 | 5.2 | 1.6 | -2.2 | 3.6 | 4.3 | 3.4 | 17.2 | -18.0 | 28.5 | 8.0 | -22.9 | -14.5 | -17.8 | 8.9 | -25.8 | 33.2 | 51.2 | -21.7 | 26.5 | 42.4 | 2.3 | -12.8 | 30.8 |
| Sharpe Ratio | NA | 0.7 | 0.31 | 0.06 | -0.16 | NA | 0.12 | 1.68 | 1.29 | -1.21 | 2.65 | 0.56 | -1.42 | -0.93 | -1.24 | 0.69 | -1.06 | 1.62 | 1.43 | -0.22 | 1.34 | 1.15 | 0.0 | -0.32 | 4.16 |
| Draw Down(%) | NA | 9.0 | 27.4 | 34.8 | 62.9 | NA | 63.2 | 5.1 | 9.0 | 27.4 | 4.6 | 13.4 | 26.0 | 25.6 | 26.0 | 13.1 | 29.1 | 13.2 | 24.3 | 55.5 | 12.8 | 26.1 | 40.8 | 58.4 | 13.9 |
| Standard Deviation(%) | NA | 13.1 | 13.4 | 14.0 | 16.1 | NA | 28.6 | 17.8 | 12.3 | 16.0 | 10.6 | 14.0 | 16.1 | 15.6 | 14.4 | 12.9 | 24.3 | 20.5 | 35.7 | 82.1 | 29.4 | 34.3 | 33.9 | 43.1 | 33.0 |
| Treynor Ratio | NA | 0.16 | 0.06 | 0.01 | -0.04 | NA | 0.06 | 0.42 | 0.28 | -0.27 | 0.49 | 0.17 | -0.38 | -0.17 | -0.25 | 0.17 | -0.33 | 0.45 | 0.73 | -0.24 | 3.57 | 6.17 | 0.08 | -0.89 | -4.2 |
| Alpha | NA | 0.02 | 0.0 | 0.0 | -0.02 | NA | 0.0 | 0.14 | 0.02 | -0.03 | 0.04 | 0.01 | -0.06 | -0.06 | -0.06 | 0.0 | -0.05 | 0.06 | 0.01 | 0.21 | 0.13 | 0.14 | 0.02 | -0.04 | 0.44 |
| Beta | NA | 0.58 | 0.65 | 0.59 | 0.67 | NA | 0.6 | 0.72 | 0.56 | 0.72 | 0.57 | 0.45 | 0.61 | 0.83 | 0.72 | 0.52 | 0.78 | 0.74 | 0.7 | 0.74 | 0.11 | 0.06 | 0.01 | 0.16 | -0.33 |
| RSquared | NA | 0.34 | 0.43 | 0.4 | 0.5 | NA | 0.19 | 0.49 | 0.33 | 0.56 | 0.23 | 0.32 | 0.47 | 0.48 | 0.5 | 0.42 | 0.7 | 0.58 | 0.41 | 0.25 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 |
| Yield(%) | N/A | 3.4 | 1.2 | 0.7 | 2.4 | 3.5 | N/A | 3.2 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/10/2003
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View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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