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HGI: Invesco Zacks Intl Mlt-Asst Inc ETF (ETF)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/12/2007 |
Last Dividend Date: | 12/24/2018 |
12-Mo. Yield | 0.00% |
Expenses | 0.70% |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 07/12/2007 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.8 | 103.4 | 274.9 | 107.7 | 45.3 | 28.5 | 32.4 | 121.4 | 1961.1 | -47.6 | 19.5 | 11.7 | -12.4 | -5.2 | 14.6 | 8.5 | -11.2 | 12.1 | 50.0 | -40.5 | -10.9 |
Sharpe Ratio | NA | 2.2 | 1.17 | 0.64 | 0.4 | 0.3 | 1.14 | 1.73 | 3.92 | -0.97 | 2.3 | 0.6 | -0.72 | -0.47 | 1.15 | 0.52 | -0.42 | 0.57 | 1.4 | -0.79 | -0.86 |
Draw Down(%) | NA | 19.6 | 41.4 | 52.6 | 52.6 | 62.3 | 19.6 | 37.4 | 41.4 | 52.6 | 3.1 | 13.3 | 23.0 | 17.4 | 10.3 | 18.2 | 26.2 | 16.4 | 31.4 | 57.0 | 15.4 |
Standard Deviation(%) | NA | 46.9 | 235.1 | 167.0 | 111.7 | 94.6 | 48.6 | 69.8 | 499.4 | 50.5 | 8.2 | 19.0 | 17.3 | 11.1 | 12.6 | 16.3 | 26.8 | 20.9 | 35.6 | 52.2 | 28.2 |
Treynor Ratio | NA | 4.29 | 3.75 | 1.39 | 0.51 | 0.31 | 2.07 | -12.86 | 5.12 | -0.53 | 0.25 | 0.12 | -0.13 | -0.06 | 0.16 | 0.09 | -0.12 | 0.14 | 0.49 | -0.47 | -0.35 |
Alpha | NA | 0.38 | 4.93 | 2.39 | 1.05 | 0.72 | 0.26 | 0.56 | 21.6 | -0.16 | 0.0 | 0.03 | -0.03 | 0.0 | -0.02 | -0.03 | 0.01 | 0.02 | 0.05 | 0.01 | -0.07 |
Beta | NA | 0.24 | 0.73 | 0.77 | 0.88 | 0.9 | 0.27 | -0.09 | 3.82 | 0.93 | 0.76 | 0.94 | 0.97 | 0.86 | 0.9 | 0.92 | 0.96 | 0.87 | 1.02 | 0.88 | 0.69 |
RSquared | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.09 | 0.45 | 0.78 | 0.78 | 0.75 | 0.85 | 0.91 | 0.93 | 0.81 | 0.7 | 0.5 | 0.31 |
Yield(%) | N/A | 0.0 | 0.4 | 1.9 | 2.8 | N/A | 0.0 | 0.0 | 0.0 | 3.4 | 3.7 | 3.9 | 3.5 | 3.7 | 4.4 | 4.3 | 4.7 | 4.1 | 5.0 | 4.4 | N/A |
Dividend Growth(%) | N/A | N/A | -87.4 | -57.1 | N/A | N/A | N/A | N/A | -100.0 | 7.1 | 3.7 | -8.5 | -11.9 | -11.8 | 5.6 | -20.9 | 21.3 | 17.2 | -35.4 | 160.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/12/2007
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