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Invesco Short Duration Inflation Protected Fund (A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US00142C2017

Issuer

Invesco

Inception Date

Jul 12, 1987

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

ALMIX features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for ALMIX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

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:
ALMIX vs. TQQQ
Popular comparisons:
ALMIX vs. TQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Short Duration Inflation Protected 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
0.69%
7.29%
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)

Returns By Period

Invesco Short Duration Inflation Protected Fund had a return of 2.54% year-to-date (YTD) and 2.64% in the last 12 months. Over the past 10 years, Invesco Short Duration Inflation Protected Fund had an annualized return of 2.07%, while the S&P 500 had an annualized return of 11.01%, indicating that Invesco Short Duration Inflation Protected Fund did not perform as well as the benchmark.


ALMIX

YTD

2.54%

1M

-1.60%

6M

0.68%

1Y

2.64%

5Y*

2.59%

10Y*

2.07%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.41%-0.31%0.50%-0.31%1.03%0.70%1.02%0.60%1.09%-0.70%0.50%2.54%
20230.72%-0.51%2.02%0.20%-0.82%-0.36%0.52%-0.00%-0.26%0.31%1.15%1.15%4.18%
2022-0.83%1.12%-0.75%-0.37%0.28%-1.77%2.15%-1.82%-3.44%1.03%0.41%-0.32%-4.35%
20210.65%-0.09%0.51%0.92%0.82%-0.08%1.45%-0.00%-0.18%0.72%0.18%0.18%5.19%
20200.48%0.48%-1.79%1.37%0.87%0.72%0.76%1.23%-0.23%-0.28%0.66%0.98%5.34%
20190.79%0.10%0.79%0.49%0.59%0.67%0.00%0.58%-0.36%0.19%0.10%0.81%4.84%
2018-0.39%-0.10%0.50%-0.00%0.29%0.19%-0.19%0.49%-0.29%-0.49%-0.00%0.13%0.13%
20170.47%0.09%0.07%0.00%-0.09%-0.51%0.29%0.29%-0.22%0.19%-0.29%0.17%0.46%
20160.77%0.48%1.11%0.00%-0.47%1.20%-0.19%-0.38%0.82%-0.00%-0.75%0.39%3.01%
20150.29%-0.19%0.10%0.00%0.01%-0.09%0.01%-0.10%0.19%-0.05%-0.29%-0.10%-0.21%
20140.20%0.01%-0.09%0.00%0.11%-0.07%-0.09%-0.00%0.00%0.10%0.12%-0.29%0.02%
20130.00%0.10%0.00%0.03%-0.29%-0.10%0.10%-0.10%0.19%0.10%0.00%-0.32%-0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALMIX is 46, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ALMIX is 4646
Overall Rank
The Sharpe Ratio Rank of ALMIX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ALMIX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of ALMIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ALMIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ALMIX is 4848
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 Short Duration Inflation Protected Fund (ALMIX) 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 ALMIX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.951.90
The chart of Sortino ratio for ALMIX, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.192.54
The chart of Omega ratio for ALMIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.35
The chart of Calmar ratio for ALMIX, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.112.81
The chart of Martin ratio for ALMIX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.005.4812.39
ALMIX
^GSPC

The current Invesco Short Duration Inflation Protected Fund Sharpe ratio is 0.95. 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 Short Duration Inflation Protected 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.95
1.90
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Short Duration Inflation Protected Fund provided a 1.49% dividend yield over the last twelve months, with an annual payout of $0.15 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.15$0.32$0.73$0.48$0.13$0.23$0.28$0.23$0.16$0.01$0.01$0.01

Dividend yield

1.49%3.24%7.59%4.38%1.18%2.17%2.80%2.20%1.54%0.08%0.12%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Short Duration Inflation Protected Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.00$0.15
2023$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.06$0.32
2022$0.00$0.00$0.14$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.13$0.73
2021$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.34$0.48
2020$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.13
2019$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.00$0.05$0.23
2018$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.11$0.28
2017$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.15$0.23
2016$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.08$0.16
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01

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
-2.39%
-3.58%
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Short Duration Inflation Protected 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 Short Duration Inflation Protected Fund was 6.61%, occurring on Sep 30, 2022. Recovery took 419 trading sessions.

The current Invesco Short Duration Inflation Protected Fund drawdown is 2.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.61%Mar 14, 2022140Sep 30, 2022419Jun 5, 2024559
-4.47%Mar 6, 20208Mar 17, 202057Jun 8, 202065
-2.45%Nov 19, 202157Feb 10, 202212Mar 1, 202269
-2.39%Sep 25, 202460Dec 18, 2024
-1.74%Mar 18, 200862Jun 13, 200864Sep 15, 2008126

Volatility

Volatility Chart

The current Invesco Short Duration Inflation Protected Fund volatility is 1.71%, 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
1.71%
3.64%
ALMIX (Invesco Short Duration Inflation Protected 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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