Invesco World Bond Factor Fund (AUBAX)
The fund invests, under normal circumstances, at least 80% of its net assets (plus any borrowing for investment purposes) in fixed income securities and in derivatives and other instruments that have economic characteristics similar to such securities. It will invest in securities of U.S. and foreign issuers, including securities of issuers located in developing and emerging markets countries, i.e., those that are generally in the early stages of their industrial cycles.
Fund Info
US00141V5075
00141V507
Mar 30, 2006
$1,000
Expense Ratio
AUBAX features an expense ratio of 0.56%, falling within the medium range.
Share Price Chart
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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.
Returns By Period
AUBAX
N/A
N/A
N/A
N/A
N/A
N/A
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of AUBAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.44% | -3.49% | 2.99% | 0.54% | -1.60% | -0.14% | 0.66% | -1.05% | -2.90% | -1.21% | 4.18% | 1.11% | |
| 2022 | -2.02% | -1.48% | -3.56% | -5.43% | 0.29% | -3.71% | 2.53% | -3.86% | -5.38% | -0.75% | 5.44% | -0.03% | -17.03% |
| 2021 | -0.83% | -1.91% | -1.58% | 1.37% | 0.80% | -0.66% | 1.44% | -0.39% | -1.85% | -0.30% | -0.03% | -0.27% | -4.20% |
| 2020 | 1.45% | 0.12% | -3.15% | 2.42% | 0.74% | 1.20% | 3.15% | -0.11% | -0.29% | 0.07% | 1.98% | 1.55% | 9.36% |
| 2019 | 3.50% | -0.86% | 1.03% | -0.47% | 1.13% | 3.10% | -0.51% | 2.58% | -1.16% | 1.50% | -1.20% | 1.17% | 10.09% |
| 2018 | 2.22% | -1.38% | 0.50% | -2.06% | -1.82% | -1.26% | 0.93% | -1.17% | -0.38% | -1.50% | 0.23% | 1.58% | -4.13% |
| 2017 | 0.73% | 0.73% | 1.13% | 1.21% | 1.40% | 0.61% | 2.15% | 0.40% | -1.02% | -0.07% | 0.79% | 0.22% | 8.57% |
| 2016 | -0.83% | 2.74% | 5.53% | 3.41% | -2.64% | 3.28% | 1.88% | 0.18% | 0.27% | -3.60% | -4.88% | 0.39% | 5.31% |
| 2015 | -1.07% | -0.00% | -1.19% | 1.59% | -3.33% | -0.52% | -0.10% | 0.61% | -0.42% | 0.51% | -2.45% | 0.41% | -5.89% |
| 2014 | 0.74% | 2.03% | -0.01% | 1.36% | 0.09% | 1.06% | -0.98% | -0.00% | -3.95% | -0.65% | -1.13% | -0.38% | -1.93% |
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.
Dividends
Dividend History
| Period | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.11 | $0.21 | $0.30 | $0.21 | $0.27 | $0.27 | $0.17 | $0.12 | $0.26 |
Dividend yield | 1.22% | 1.99% | 2.63% | 1.98% | 2.77% | 2.59% | 1.76% | 1.21% | 2.49% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $8.67 | $8.76 |
| 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 | $0.11 |
| 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 | $0.21 |
| 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 | $0.30 |
| 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 | $0.21 |
| 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 | $0.27 |
| 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 | $0.27 |
| 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 | $0.17 |
| 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 | $0.12 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.17 | $0.26 |
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.
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, 2021 | 452 | Oct 20, 2022 | — | — | — |
| -16.19% | Mar 18, 2008 | 166 | Nov 11, 2008 | 225 | Oct 5, 2009 | 391 |
| -13.51% | Jul 1, 2014 | 394 | Jan 22, 2016 | 133 | Aug 2, 2016 | 527 |
| -12.89% | Dec 2, 2009 | 128 | Jun 7, 2010 | 82 | Oct 1, 2010 | 210 |
| -10.63% | Aug 19, 2016 | 83 | Dec 15, 2016 | 277 | Jan 24, 2018 | 360 |
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.