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Invesco World Bond Factor Fund (AUBAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00141V5075
CUSIP00141V507
IssuerInvesco
Inception DateMar 30, 2006
CategoryGlobal Bonds
Min. Investment$1,000
Asset ClassBond

Expense Ratio

The Invesco World Bond Factor Fund has a high expense ratio of 0.56%, indicating higher-than-average management fees.


Expense ratio chart for AUBAX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Share Price Chart


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Invesco World Bond Factor Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco World Bond Factor 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%15.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
4.06%
15.26%
AUBAX (Invesco World Bond Factor Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.84%
1 monthN/A-2.98%
6 monthsN/A22.02%
1 yearN/A24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.90%-1.21%4.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


AUBAX
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.0012.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.50Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
0.01
1.79
AUBAX (Invesco World Bond Factor Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco World Bond Factor Fund granted a 100.62% dividend yield in the last twelve months. The annual payout for that period amounted to $8.73 per share.


PeriodTTM2022202120202019201820172016201520142013
Dividend$8.73$0.11$0.21$0.30$0.21$0.27$0.27$0.17$0.12$0.26$0.33

Dividend yield

100.62%1.22%1.99%2.63%1.98%2.77%2.59%1.76%1.21%2.49%3.05%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01
2022$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.01$0.01$0.01$0.01$0.01
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.03$0.01$0.01$0.01$0.01$0.11
2020$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.15
2019$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.02$0.02
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02
2016$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05
2015$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03
2014$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.17
2013$0.03$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
-19.85%
-0.59%
AUBAX (Invesco World Bond Factor Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco World Bond Factor 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 World Bond Factor Fund was 25.98%, occurring on Oct 20, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.98%Jan 6, 2021452Oct 20, 2022
-16.19%Mar 18, 2008166Nov 11, 2008225Oct 5, 2009391
-13.51%Jul 1, 2014394Jan 22, 2016133Aug 2, 2016527
-12.89%Dec 2, 2009128Jun 7, 201082Oct 1, 2010210
-10.63%Aug 19, 201683Dec 15, 2016277Jan 24, 2018360

Volatility

Volatility Chart

The current Invesco World Bond Factor 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.


1.00%2.00%3.00%4.00%5.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17
0.77%
2.03%
AUBAX (Invesco World Bond Factor Fund)
Benchmark (^GSPC)