AUBIX Performance — Invesco World Bond Factor Fund, Class R5
Data updated: 2024-01-16
AUBIX returned +2.31% over one year to Oct 2023. The annualised 3-year return is −7.08%. The fund trailed its Global Intermediate Core Bond category average: $100 invested three years ago grew to $80, against $88 for the category, and to $102 over one year, against $103. Volatility over the past three years was 8.23% a year. In the 12 months to Oct 2023 the fund lost a net $9.1M, and assets reached $21.26M.
AUBIX 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 | AUBIX | 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) | $88 | $93 |
AUBIX Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +2.31% |
| 3 years (annualised) | −7.08% |
AUBIX 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) | −3.01% |
| 2022 | −16.85% |
| 2021 | −3.91% |
| 2020 | +9.37% |
| 2019 (Aug–Dec) | +3.35% |
AUBIX 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% | +0.4% | −1.5% | −0.2% | +0.6% | −1.0% | −2.8% | −1.2% | — | — |
| 2022 | −1.9% | −1.5% | −3.6% | −5.4% | +0.3% | −3.6% | +2.6% | −4.0% | −5.3% | −0.9% | +5.5% | 0.0% |
| 2021 | −0.7% | −1.9% | −1.6% | +1.3% | +0.8% | −0.6% | +1.6% | −0.5% | −1.8% | −0.4% | +0.1% | −0.3% |
| 2020 | +1.5% | +0.1% | −3.1% | +2.5% | +0.7% | +1.2% | +3.2% | −0.1% | −0.4% | +0.1% | +2.0% | +1.5% |
| 2019 | — | — | — | — | — | — | — | +2.8% | −1.0% | +1.6% | −1.2% | +1.2% |
AUBIX Risk
Risk measures from monthly returns over Nov 2020 – Oct 2023.
- 3-year volatility (annualised): 8.23%
- 3-year Sharpe ratio: -1.41 (vs 4.5% risk-free rate)
- Best month: +5.50% (Nov 2022)
- Worst month: −5.45% (Apr 2022)
AUBIX 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 |
AUBIX 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.