AUBAX Performance — Invesco World Bond Factor Fund, Class A
Data updated: 2024-01-16
AUBAX returned +2.30% over one year to Oct 2023. Over one year the fund trailed its Global Intermediate Core Bond category average: $100 grew to $102, against $103 for the category. Volatility over the past 12 months was 9.12% a year. In the 12 months to Oct 2023 the fund lost a net $9.1M, and assets reached $21.26M.
AUBAX Growth of $100
What $100 invested in Invesco World Bond Factor Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Global Intermediate Core Bond category average over the same months.
| Period | AUBAX | Category average |
|---|---|---|
| 1 year (Nov 2022 – Oct 2023) | $102 | $103 |
| 3 years (Nov 2020 – Oct 2023) | $80 | $88 |
| Since data start (Aug 2019 – Oct 2023) | $87 | $93 |
AUBAX Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.30% |
3- and 5-year figures withheld: not verified.
AUBAX Annual Returns
Calendar-year total returns of Invesco World Bond Factor Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Oct) | −2.96% |
| 2022 | −17.03% |
| 2021 | −4.19% |
| 2020 | +9.37% |
| 2019 (Aug–Dec) | +3.33% |
AUBAX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.4% | −3.5% | +3.0% | +0.5% | −1.6% | −0.1% | +0.7% | −1.0% | −2.9% | −1.2% | — | — |
| 2022 | −2.0% | −1.5% | −3.6% | −5.4% | +0.3% | −3.7% | +2.5% | −3.9% | −5.4% | −0.7% | +5.4% | 0.0% |
| 2021 | −0.8% | −1.9% | −1.6% | +1.4% | +0.8% | −0.7% | +1.4% | −0.4% | −1.9% | −0.3% | 0.0% | −0.3% |
| 2020 | +1.4% | +0.1% | −3.1% | +2.4% | +0.7% | +1.2% | +3.1% | −0.1% | −0.3% | +0.1% | +2.0% | +1.6% |
| 2019 | — | — | — | — | — | — | — | +2.7% | −1.0% | +1.7% | −1.2% | +1.2% |
AUBAX Risk
Risk measures from monthly returns over Nov 2022 – Oct 2023.
- 1-year volatility (annualised): 9.12%
- Best month: +5.44% (Nov 2022)
- Worst month: −3.49% (Feb 2023)
AUBAX Fund Flows
Monthly money in and out of Invesco World Bond Factor Fund, from SEC Form N-PORT.
- 12-month net flow: −$9.1M
- 12-month gross sales (incl. reinvestments): $4.0M
- Sales ÷ redemptions: 0.31×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2023 | $364K | $3.4M | −$3.0M |
| Sep 2023 | $505K | $547K | −$42K |
| Aug 2023 | $358K | $691K | −$333K |
| Jul 2023 | $407K | $356K | $51K |
| Jun 2023 | $180K | $618K | −$438K |
| May 2023 | $377K | $349K | $28K |
| Apr 2023 | $138K | $475K | −$337K |
| Mar 2023 | $663K | $671K | −$9K |
| Feb 2023 | $441K | $899K | −$458K |
| Jan 2023 | $209K | $539K | −$329K |
| Dec 2022 | $172K | $762K | −$590K |
| Nov 2022 | $225K | $3.9M | −$3.6M |
AUBAX Assets Under Management
Net assets of Invesco World Bond Factor Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-10-31 | $21.26M |
| 2023-07-31 | $25.98M |
| 2023-04-30 | $26.71M |
| 2023-01-31 | $27.63M |
| 2022-10-31 | $29.78M |
| 2022-07-31 | $33.77M |
| 2022-04-30 | $36.50M |
| 2022-01-31 | $42.53M |
| 2021-10-31 | $43.79M |
| 2021-07-31 | $44.79M |
| 2021-04-30 | $44.60M |
| 2021-01-31 | $45.87M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.