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GTO: Invesco Total Return Bond ETF (ETF)
Basic Info 46.15 0.27(0.59%) May 03
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: | (1%) |
Start Date: | 02/10/2016 |
Last Dividend Date: | 04/22/2024 |
12-Mo. Yield | 4.12% |
Expenses | 0.50% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 02/10/2016 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | -0.8 | 1.8 | -3.3 | 1.1 | 2.5 | 6.0 | -14.8 | -0.4 | 10.9 | 11.7 | -0.3 | 7.4 | 3.7 |
Sharpe Ratio | NA | -1.88 | -0.46 | -0.93 | -0.11 | 0.17 | 0.25 | -2.17 | -0.1 | 1.17 | 2.65 | -0.4 | 2.0 | 0.39 |
Draw Down(%) | NA | 3.0 | 6.4 | 20.6 | 20.6 | 20.6 | 8.1 | 19.3 | 3.0 | 11.3 | 2.3 | 3.6 | 1.0 | 5.4 |
Standard Deviation(%) | NA | 5.3 | 6.5 | 6.4 | 6.7 | 6.4 | 7.0 | 7.5 | 4.0 | 9.1 | 3.9 | 3.9 | 3.4 | 9.9 |
Treynor Ratio | NA | -0.12 | -0.03 | -0.07 | -0.01 | 0.01 | 0.02 | -0.2 | 0.0 | 0.09 | 0.11 | -0.02 | 0.08 | 0.06 |
Alpha | NA | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.02 | 0.0 | 0.0 | 0.01 | 0.0 | 0.02 | 0.01 |
Beta | NA | 0.85 | 0.87 | 0.84 | 0.89 | 0.87 | 0.87 | 0.82 | 0.91 | 1.13 | 0.89 | 0.69 | 0.81 | 0.6 |
RSquared | NA | 0.9 | 0.91 | 0.88 | 0.69 | 0.51 | 0.91 | 0.87 | 0.73 | 0.43 | 0.58 | 0.22 | 0.44 | 0.05 |
Yield(%) | N/A | 1.5 | 4.2 | 3.0 | 3.4 | N/A | 4.1 | 2.9 | 1.9 | 4.3 | 3.2 | 5.0 | 2.9 | 2.7 |
Dividend Growth(%) | N/A | -63.5 | 9.9 | -21.8 | N/A | N/A | 18.5 | 45.9 | -52.6 | 46.2 | -38.9 | 77.0 | 11.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/10/2016
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