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Invesco Floating Rate ESG Fund (AFRAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US00141A8678

CUSIP

00141A867

Issuer

Invesco

Inception Date

Apr 30, 1997

Category

Bank Loan

Min. Investment

$1,000

Asset Class

Bond

Expense Ratio

AFRAX has a high expense ratio of 1.04%, indicating higher-than-average management fees.


Expense ratio chart for AFRAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
AFRAX vs. EIFAX AFRAX vs. IUSG AFRAX vs. FFRHX
Popular comparisons:
AFRAX vs. EIFAX AFRAX vs. IUSG AFRAX vs. FFRHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Floating Rate ESG Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.41%
8.53%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Returns By Period

Invesco Floating Rate ESG Fund had a return of 6.56% year-to-date (YTD) and 7.56% in the last 12 months. Over the past 10 years, Invesco Floating Rate ESG Fund had an annualized return of 4.24%, while the S&P 500 had an annualized return of 11.06%, indicating that Invesco Floating Rate ESG Fund did not perform as well as the benchmark.


AFRAX

YTD

6.56%

1M

0.57%

6M

3.41%

1Y

7.56%

5Y*

4.72%

10Y*

4.24%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of AFRAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%1.08%0.64%0.18%0.92%0.48%0.60%0.57%0.57%0.27%0.72%6.56%
20232.18%0.67%-0.36%0.98%0.67%1.72%1.09%1.23%0.93%-0.39%0.94%1.53%11.75%
20220.15%-0.40%0.01%-0.13%-2.77%-2.56%1.85%1.62%-2.26%0.88%1.02%0.29%-2.41%
20211.73%0.69%0.40%0.51%0.79%0.42%-0.24%0.75%0.57%-0.01%-0.26%0.74%6.24%
20200.40%-1.56%-10.99%2.58%3.10%1.21%1.94%1.19%0.31%0.17%2.60%1.40%1.54%
20192.37%1.61%-0.12%1.48%-0.52%0.39%0.54%-0.14%0.25%-0.68%0.39%1.49%7.25%
20181.02%0.07%0.24%0.37%0.24%-0.04%0.64%0.36%0.75%-0.29%-1.08%-2.40%-0.18%
20170.79%0.46%-0.05%0.40%0.28%-0.24%0.89%-0.29%0.47%0.60%0.07%0.53%3.96%
2016-1.40%-0.74%3.59%2.35%0.80%-0.02%1.73%0.75%1.05%0.78%0.36%1.48%11.16%
20150.01%1.54%0.39%0.77%0.25%-0.78%-0.13%-1.03%-1.44%0.03%-0.95%-1.47%-2.82%
20140.61%-0.06%0.35%0.07%0.45%0.59%-0.14%0.38%-0.77%0.38%0.37%-1.37%0.87%
20131.30%0.37%0.91%0.74%0.24%-0.80%1.09%-0.04%0.10%0.85%0.44%0.58%5.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, AFRAX is among the top 2% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AFRAX is 9898
Overall Rank
The Sharpe Ratio Rank of AFRAX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AFRAX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of AFRAX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of AFRAX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AFRAX is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Floating Rate ESG Fund (AFRAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for AFRAX, currently valued at 2.67, compared to the broader market-1.000.001.002.003.004.002.672.10
The chart of Sortino ratio for AFRAX, currently valued at 7.56, compared to the broader market-2.000.002.004.006.008.0010.007.562.80
The chart of Omega ratio for AFRAX, currently valued at 2.50, compared to the broader market0.501.001.502.002.503.003.502.501.39
The chart of Calmar ratio for AFRAX, currently valued at 10.21, compared to the broader market0.002.004.006.008.0010.0012.0014.0010.213.09
The chart of Martin ratio for AFRAX, currently valued at 43.96, compared to the broader market0.0020.0040.0060.0043.9613.49
AFRAX
^GSPC

The current Invesco Floating Rate ESG Fund Sharpe ratio is 2.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Floating Rate ESG Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.67
2.10
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Floating Rate ESG Fund provided a 9.12% dividend yield over the last twelve months, with an annual payout of $0.61 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.61$0.59$0.46$0.28$0.30$0.41$0.33$0.30$0.34$0.37$0.34$0.34

Dividend yield

9.12%8.62%6.89%3.84%4.13%5.52%4.59%4.02%4.43%5.24%4.40%4.21%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Floating Rate ESG Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.00$0.56
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.59
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.04$0.04$0.17$0.46
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.05$0.28
2020$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.30
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.08$0.41
2018$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2017$0.03$0.03$0.03$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.30
2016$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2015$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.37
2014$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2013$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.30%
-2.62%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Floating Rate ESG Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Floating Rate ESG Fund was 36.01%, occurring on Dec 17, 2008. Recovery took 322 trading sessions.

The current Invesco Floating Rate ESG Fund drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.01%Jul 2, 2007369Dec 17, 2008322Mar 31, 2010691
-18.9%Jan 16, 202046Mar 23, 2020179Dec 4, 2020225
-8.68%Jun 1, 2015179Feb 12, 2016110Jul 21, 2016289
-6.3%Feb 4, 2022104Jul 6, 2022163Feb 28, 2023267
-6.18%May 5, 201179Aug 25, 2011104Jan 25, 2012183

Volatility

Volatility Chart

The current Invesco Floating Rate ESG Fund volatility is 0.77%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.77%
3.79%
AFRAX (Invesco Floating Rate ESG Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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