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IBVIX: INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R5 (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/16/2004 |
Last Dividend Date: | 04/19/2023 |
12-Mo. Yield | 14.23% |
Expenses | 0.87% |
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Performance Analytics (As of 04/24/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 9.6 | 17.3 | 3.9 | 5.1 | 2.9 | 4.7 | 11.1 | -9.1 | 0.2 | 17.2 | 25.3 | -21.5 | 24.8 | 3.3 | -2.3 | -0.4 | 11.6 | 14.6 | -13.7 | 6.6 | 31.2 | -39.4 | 9.5 | 25.1 | 6.2 | 14.3 |
Sharpe Ratio | NA | 0.32 | 0.86 | 0.14 | 0.25 | NA | 0.19 | 2.67 | -0.45 | 0.01 | 0.53 | 1.96 | -1.47 | 2.97 | 0.17 | -0.16 | -0.04 | 0.94 | 0.91 | -0.54 | 0.32 | 1.15 | -0.99 | 0.4 | 1.66 | 0.39 | 2.54 |
Draw Down(%) | NA | 20.4 | 30.8 | 37.8 | 41.0 | NA | 57.7 | 6.6 | 28.6 | 14.1 | 36.3 | 8.3 | 29.4 | 2.5 | 12.8 | 15.4 | 12.4 | 10.1 | 17.9 | 25.1 | 19.9 | 27.7 | 51.1 | 10.9 | 13.8 | 6.6 | 5.9 |
Standard Deviation(%) | NA | 20.8 | 18.9 | 20.6 | 17.3 | NA | 19.8 | 13.4 | 23.3 | 14.1 | 31.8 | 12.2 | 15.5 | 8.2 | 17.7 | 15.0 | 10.4 | 12.3 | 16.2 | 25.4 | 20.3 | 27.2 | 40.5 | 16.2 | 13.2 | 10.3 | 10.5 |
Treynor Ratio | NA | 0.07 | 0.17 | 0.03 | 0.04 | NA | 0.04 | 0.41 | -0.11 | 0.0 | 0.16 | 0.23 | -0.2 | 0.23 | 0.03 | -0.03 | 0.0 | 0.13 | 0.16 | -0.15 | 0.07 | 0.34 | -0.42 | 0.08 | 0.26 | 0.05 | 0.33 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.03 | -0.01 | -0.04 | 0.03 | 0.01 | -0.02 | -0.01 | 0.0 | 0.01 | 0.02 | -0.03 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | -0.03 | 0.0 |
Beta | NA | 0.95 | 0.95 | 1.0 | 0.98 | NA | 0.94 | 0.88 | 0.98 | 0.84 | 1.03 | 1.05 | 1.13 | 1.05 | 0.97 | 0.92 | 0.88 | 0.9 | 0.94 | 0.94 | 0.93 | 0.91 | 0.95 | 0.85 | 0.85 | 0.78 | 0.81 |
RSquared | NA | 0.86 | 0.87 | 0.9 | 0.91 | NA | 0.93 | 0.82 | 0.88 | 0.68 | 0.95 | 0.89 | 0.92 | 0.87 | 0.96 | 0.93 | 0.89 | 0.91 | 0.96 | 0.98 | 0.98 | 0.97 | 0.97 | 0.96 | 0.87 | 0.65 | 0.53 |
Yield(%) | 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 | 2.5 | 2.7 | 3.1 | 2.4 | 2.8 | 2.7 | 10.3 | 5.7 | 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 | 0.0 | -25.7 | 34.6 | 8.3 | -38.5 | -74.0 | 111.3 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/15/2004
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