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

Fund Info

ISINUS00142C2017
IssuerInvesco
Inception DateJul 12, 1987
CategoryInflation-Protected Bonds
Min. Investment$1,000,000
Asset ClassBond

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

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.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.19%
10.74%
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)

Returns By Period

Invesco Short Duration Inflation Protected Fund had a return of 4.93% year-to-date (YTD) and 8.15% in the last 12 months. Over the past 10 years, Invesco Short Duration Inflation Protected Fund had an annualized return of 2.29%, while the S&P 500 had an annualized return of 11.26%, indicating that Invesco Short Duration Inflation Protected Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.93%19.50%
1 month1.09%3.09%
6 months4.20%10.74%
1 year8.15%33.68%
5 years (annualized)3.13%14.10%
10 years (annualized)2.29%11.26%

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%4.93%
20230.72%-0.51%2.02%0.20%-0.81%-0.36%0.52%0.00%-0.26%0.31%1.15%1.15%4.17%
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%5.20%
20200.48%0.48%-1.78%1.37%0.87%0.72%0.76%1.23%-0.23%-0.28%0.66%0.99%5.35%
20190.79%0.10%0.78%0.49%0.59%0.67%-0.00%0.58%-0.43%0.19%0.10%0.73%4.68%
2018-0.39%-0.10%0.50%0.00%0.29%0.18%-0.19%0.49%-0.30%-0.49%0.00%0.13%0.12%
20170.47%0.10%0.06%0.00%-0.10%-0.51%0.29%0.28%-0.22%0.19%-0.29%0.17%0.45%
20160.77%0.48%1.11%-0.00%-0.47%1.20%-0.19%-0.38%0.82%0.00%-0.75%0.38%3.00%
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%-0.09%0.09%-0.09%0.19%0.10%0.00%-0.31%-0.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ALMIX is 84, placing it in the top 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALMIX is 8484
ALMIX (Invesco Short Duration Inflation Protected Fund)
The Sharpe Ratio Rank of ALMIX is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of ALMIX is 8686Sortino Ratio Rank
The Omega Ratio Rank of ALMIX is 8585Omega Ratio Rank
The Calmar Ratio Rank of ALMIX is 6969Calmar Ratio Rank
The Martin Ratio Rank of ALMIX is 9595Martin 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.


ALMIX
Sharpe ratio
The chart of Sharpe ratio for ALMIX, currently valued at 3.19, compared to the broader market0.002.004.003.19
Sortino ratio
The chart of Sortino ratio for ALMIX, currently valued at 5.26, compared to the broader market0.005.0010.005.26
Omega ratio
The chart of Omega ratio for ALMIX, currently valued at 1.71, compared to the broader market1.002.003.004.001.71
Calmar ratio
The chart of Calmar ratio for ALMIX, currently valued at 1.77, compared to the broader market0.005.0010.0015.0020.0025.001.77
Martin ratio
The chart of Martin ratio for ALMIX, currently valued at 32.76, compared to the broader market0.0020.0040.0060.0080.00100.0032.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.71, compared to the broader market0.005.0010.003.72
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.0025.002.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.96, compared to the broader market0.0020.0040.0060.0080.00100.0016.96

Sharpe Ratio

The current Invesco Short Duration Inflation Protected Fund Sharpe ratio is 3.19. 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 Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.19
2.79
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Short Duration Inflation Protected Fund granted a 2.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.21 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.21$0.32$0.73$0.48$0.13$0.21$0.28$0.23$0.16$0.01$0.01$0.01

Dividend yield

2.06%3.24%7.59%4.38%1.19%2.02%2.80%2.19%1.53%0.08%0.12%0.10%

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$0.15
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$0.02$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$0.04$0.21
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%MayJuneJulyAugustSeptemberOctober
-0.11%
-1.09%
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 421 trading sessions.

The current Invesco Short Duration Inflation Protected Fund drawdown is 0.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.61%Mar 14, 2022140Sep 30, 2022421Jun 5, 2024561
-4.47%Mar 6, 20208Mar 17, 202057Jun 8, 202065
-2.45%Nov 19, 202157Feb 10, 202212Mar 1, 202269
-1.75%Mar 18, 200862Jun 13, 200863Sep 15, 2008125
-1.51%Apr 1, 200450Jun 14, 200486Oct 14, 2004136

Volatility

Volatility Chart

The current Invesco Short Duration Inflation Protected Fund volatility is 0.59%, 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%MayJuneJulyAugustSeptemberOctober
0.59%
3.33%
ALMIX (Invesco Short Duration Inflation Protected Fund)
Benchmark (^GSPC)