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Invesco Value Municipal Income Trust (IIM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Invesco Value Municipal Income Trust (IIM)

Equity · Currency in USD · Last updated Nov 14, 2024

Company Info

ISINUS46132P1084
CUSIP46132P108
SectorFinancial Services
IndustryAsset Management
IPO DateOct 27, 1994

Highlights

Market Cap$584.59M
EPS (TTM)$1.17
PE Ratio10.62
Total Revenue (TTM)$42.73M
Gross Profit (TTM)$37.21M
EBITDA (TTM)$43.27M
Year Range$10.52 - $12.94
Short %0.10%
Short Ratio0.29

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: IIM vs. VGM, IIM vs. BLE, IIM vs. PMM, IIM vs. PMO, IIM vs. NVG, IIM vs. NXP, IIM vs. VMO, IIM vs. EVM, IIM vs. HYD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Value Municipal Income Trust, 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%JuneJulyAugustSeptemberOctoberNovember
9.81%
12.76%
IIM (Invesco Value Municipal Income Trust)
Benchmark (^GSPC)

Returns By Period

Invesco Value Municipal Income Trust had a return of 11.91% year-to-date (YTD) and 19.69% in the last 12 months. Over the past 10 years, Invesco Value Municipal Income Trust had an annualized return of 2.68%, while the S&P 500 had an annualized return of 11.39%, indicating that Invesco Value Municipal Income Trust did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date11.91%25.48%
1 month-0.90%2.14%
6 months9.81%12.76%
1 year19.69%33.14%
5 years (annualized)0.76%13.96%
10 years (annualized)2.68%11.39%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.20%1.19%2.12%-5.01%5.47%4.19%1.84%2.62%1.70%-2.98%11.91%
20236.49%-4.33%0.57%0.05%-4.56%2.65%2.25%-3.86%-9.44%-3.44%13.76%3.93%2.06%
2022-10.61%0.09%-7.39%-6.89%9.27%-7.94%9.41%-4.74%-13.09%-1.53%9.35%-1.47%-25.41%
20211.18%-1.00%1.18%2.13%2.17%2.06%2.88%1.27%-3.98%-0.28%3.85%2.06%14.14%
20203.78%-1.99%-8.23%-3.23%5.78%1.02%4.96%-1.14%-0.74%0.08%5.68%1.83%7.07%
20196.44%0.55%0.89%0.69%2.41%3.59%0.38%2.69%-0.96%1.36%0.19%-0.66%18.79%
2018-4.16%2.34%0.64%-1.58%0.93%-0.75%0.30%2.79%-3.75%-3.32%1.95%0.44%-4.40%
20171.72%-0.06%-0.65%2.35%1.91%0.94%1.60%-0.32%-1.44%-1.39%0.08%2.20%7.05%
20164.69%1.53%0.12%1.00%0.70%3.44%-2.26%-1.28%-3.29%-6.48%-3.87%0.63%-5.50%
20155.05%-6.00%0.19%0.81%-6.06%-3.66%6.26%1.46%0.84%3.90%-1.62%4.36%4.68%
20145.31%2.09%0.81%5.47%2.29%-2.06%-1.50%1.54%2.80%3.65%0.15%5.49%28.96%
2013-1.35%-2.46%1.23%1.21%-5.34%-6.58%-5.47%0.11%2.23%5.31%-1.94%-1.99%-14.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IIM is 86, placing it in the top 14% of stocks 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 IIM is 8686
Combined Rank
The Sharpe Ratio Rank of IIM is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of IIM is 9292Sortino Ratio Rank
The Omega Ratio Rank of IIM is 9090Omega Ratio Rank
The Calmar Ratio Rank of IIM is 6868Calmar Ratio Rank
The Martin Ratio Rank of IIM is 9090Martin 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 Value Municipal Income Trust (IIM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

IIM
Sharpe ratio
The chart of Sharpe ratio for IIM, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Sortino ratio
The chart of Sortino ratio for IIM, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for IIM, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for IIM, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Martin ratio
The chart of Martin ratio for IIM, currently valued at 12.02, compared to the broader market0.0010.0020.0030.0012.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current Invesco Value Municipal Income Trust Sharpe ratio is 2.29. 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 Value Municipal Income Trust 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.29
2.91
IIM (Invesco Value Municipal Income Trust)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Value Municipal Income Trust provided a 5.40% dividend yield over the last twelve months, with an annual payout of $0.67 per share.

4.50%5.00%5.50%6.00%6.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.67$0.56$0.71$0.77$0.70$0.71$0.73$0.74$0.81$0.85$0.90$0.90

Dividend yield

5.40%4.73%5.88%4.51%4.48%4.62%5.41%4.99%5.52%5.20%5.49%6.67%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Value Municipal Income Trust. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.05$0.05$0.05$0.05$0.08$0.08$0.08$0.08$0.08$0.00$0.63
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.04$0.04$0.04$0.56
2022$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.05$0.71
2021$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.77
2020$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.70
2019$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.71
2018$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.73
2017$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.74
2016$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.06$0.06$0.06$0.06$0.81
2015$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.85
2014$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.90
2013$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.90

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%5.4%
Invesco Value Municipal Income Trust has a dividend yield of 5.40%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%58.4%
Invesco Value Municipal Income Trust has a payout ratio of 58.39%, which is quite average when compared to the overall market. This suggests that Invesco Value Municipal Income Trust strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

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.

-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.81%
-0.27%
IIM (Invesco Value Municipal Income Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Value Municipal Income Trust. 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 Value Municipal Income Trust was 40.15%, occurring on Oct 10, 2008. Recovery took 196 trading sessions.

The current Invesco Value Municipal Income Trust drawdown is 14.81%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.15%Feb 13, 2008168Oct 10, 2008196Jul 23, 2009364
-35.75%Jan 3, 2022457Oct 26, 2023———
-28.69%Mar 9, 20208Mar 18, 2020178Nov 30, 2020186
-21.72%Jan 10, 2013170Sep 12, 2013267Oct 3, 2014437
-18.69%Jul 12, 201693Nov 18, 2016678Aug 2, 2019771

Volatility

Volatility Chart

The current Invesco Value Municipal Income Trust volatility is 3.32%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
3.32%
3.75%
IIM (Invesco Value Municipal Income Trust)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Invesco Value Municipal Income Trust over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Valuation

The Valuation section provides an assessment of the market value of Invesco Value Municipal Income Trust compared to its peers in the Asset Management industry.

PE Ratio
100.0200.0300.0400.0500.010.6
The chart displays the price to earnings (P/E) ratio for IIM in comparison to other companies of the Asset Management industry. Currently, IIM has a PE value of 10.6. This PE ratio falls in the average range for the industry.
PEG Ratio
-4.0-2.00.02.04.00.0
The chart displays the price to earnings to growth (PEG) ratio for IIM in comparison to other companies of the Asset Management industry. Currently, IIM has a PEG value of 0.0. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Invesco Value Municipal Income Trust.

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Income Statement

Income Statement
Balance Sheet
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Values in undefined except per share items