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IIBRX: INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/24/2003 |
Last Dividend Date: | 04/19/2023 |
12-Mo. Yield | 11.58% |
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 | Since 01/20/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 9.1 | 16.7 | 3.4 | 4.5 | 2.2 | 4.2 | 10.9 | -9.5 | 0.3 | 16.6 | 24.7 | -21.9 | 24.2 | 2.7 | -3.2 | -1.3 | 10.8 | 13.6 | -14.5 | 5.7 | 30.1 | -39.9 | 8.6 | 24.2 | 10.1 | 18.4 | 9.0 |
Sharpe Ratio | NA | 0.3 | 0.83 | 0.11 | 0.22 | NA | 0.2 | 2.64 | -0.47 | 0.02 | 0.51 | 1.91 | -1.49 | 2.89 | 0.14 | -0.21 | -0.12 | 0.88 | 0.85 | -0.57 | 0.28 | 1.1 | -1.0 | 0.35 | 1.59 | 0.81 | 1.33 | 17.11 |
Draw Down(%) | NA | 20.6 | 31.3 | 38.4 | 41.7 | NA | 58.2 | 6.6 | 28.8 | 13.7 | 36.4 | 8.4 | 29.7 | 2.6 | 12.8 | 15.8 | 12.7 | 10.3 | 18.1 | 25.5 | 19.9 | 27.7 | 51.5 | 11.0 | 13.8 | 6.6 | 7.9 | 1.0 |
Standard Deviation(%) | NA | 20.8 | 18.9 | 20.6 | 17.3 | NA | 19.6 | 13.3 | 23.3 | 13.9 | 31.9 | 12.2 | 15.5 | 8.2 | 17.6 | 15.0 | 10.6 | 12.3 | 16.2 | 25.3 | 20.3 | 27.2 | 40.5 | 16.2 | 13.2 | 9.8 | 13.1 | 8.1 |
Treynor Ratio | NA | 0.07 | 0.16 | 0.02 | 0.04 | NA | 0.04 | 0.4 | -0.11 | 0.0 | 0.16 | 0.22 | -0.2 | 0.22 | 0.03 | -0.03 | -0.01 | 0.12 | 0.15 | -0.16 | 0.06 | 0.33 | -0.43 | 0.07 | 0.25 | 0.1 | 0.22 | 2.01 |
Alpha | NA | -0.01 | 0.0 | -0.01 | 0.0 | NA | -0.01 | 0.02 | -0.01 | -0.04 | 0.03 | 0.01 | -0.03 | -0.02 | -0.01 | 0.01 | 0.02 | -0.03 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | -0.02 | 0.01 | 0.11 |
Beta | NA | 0.95 | 0.95 | 1.0 | 0.98 | NA | 0.94 | 0.87 | 0.98 | 0.84 | 1.03 | 1.05 | 1.14 | 1.05 | 0.96 | 0.92 | 0.89 | 0.91 | 0.94 | 0.93 | 0.93 | 0.91 | 0.95 | 0.85 | 0.85 | 0.81 | 0.8 | 0.69 |
RSquared | NA | 0.86 | 0.87 | 0.9 | 0.91 | NA | 0.93 | 0.82 | 0.89 | 0.7 | 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 | 0.78 | 0.59 | 0.52 |
Yield(%) | N/A | 13.4 | 8.4 | 5.0 | 4.0 | 2.6 | N/A | 11.5 | 2.1 | 3.8 | 0.7 | 2.2 | 6.3 | 1.5 | 1.4 | 0.8 | 5.2 | 1.5 | 1.7 | 2.2 | 1.3 | 1.7 | 1.8 | 9.4 | 4.8 | 4.0 | 0.0 | 0.3 |
Dividend Growth(%) | N/A | 226.5 | 85.5 | 183.9 | N/A | N/A | N/A | 392.6 | -44.9 | 512.5 | -60.0 | -75.3 | 406.2 | 14.3 | 75.0 | -86.2 | 262.5 | 0.0 | -36.0 | 78.6 | 0.0 | -46.2 | -81.0 | 128.3 | 33.3 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/20/2004
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