C000196465 Performance — Invesco U.S. Managed Volatility Fund, Class R6
Data updated: 2023-01-13
C000196465 returned −13.24% over one year to Oct 2022. The annualised 3-year return is +10.59%. The fund beat its Money Market category average: $100 invested three years ago grew to $135, against $101 for the category, and to $87 over one year, against $86. Volatility over the past three years was 15.00% a year. In the 12 months to Oct 2022 the fund took in a net $1.9M, and assets reached $26.61M.
C000196465 Growth of $100
What $100 invested in Invesco U.S. Managed Volatility Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | C000196465 | Category average |
|---|---|---|
| 1 year (Nov 2021 – Oct 2022) | $87 | $86 |
| 3 years (Nov 2019 – Oct 2022) | $135 | $101 |
| Since data start (Aug 2019 – Oct 2022) | $137 | $103 |
C000196465 Trailing Returns
Total returns to Oct 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −13.24% |
| 3 years (annualised) | +10.59% |
C000196465 Annual Returns
Calendar-year total returns of Invesco U.S. Managed Volatility Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Oct) | −15.75% |
| 2021 | +24.30% |
| 2020 | +20.90% |
| 2019 (Aug–Dec) | +7.90% |
C000196465 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −5.0% | −3.5% | +1.8% | −7.9% | +0.5% | −5.8% | +7.6% | −3.1% | −5.9% | +5.6% | — | — |
| 2021 | −0.7% | +0.9% | +3.4% | +5.4% | +0.3% | +2.7% | +2.3% | +2.9% | −4.6% | +6.8% | −0.8% | +3.7% |
| 2020 | +0.3% | −6.3% | −0.1% | +4.6% | +3.0% | +1.6% | +4.9% | +7.7% | −4.1% | −2.6% | +7.4% | +3.9% |
| 2019 | — | — | — | — | — | — | — | −2.6% | +1.7% | +2.0% | +3.7% | +3.0% |
C000196465 Risk
Risk measures from monthly returns over Nov 2019 – Oct 2022.
- 3-year volatility (annualised): 15.00%
- 3-year Sharpe ratio: 0.41 (vs 4.5% risk-free rate)
- Best month: +7.71% (Aug 2020)
- Worst month: −7.86% (Apr 2022)
C000196465 Fund Flows
Monthly money in and out of Invesco U.S. Managed Volatility Fund, from SEC Form N-PORT.
- 12-month net flow: $1.9M
- 12-month gross sales (incl. reinvestments): $7.6M
- Sales ÷ redemptions: 1.34×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2022 | $311K | $179K | $132K |
| Sep 2022 | $353K | $84K | $269K |
| Aug 2022 | $335K | $271K | $64K |
| Jul 2022 | $342K | $154K | $188K |
| Jun 2022 | $600K | $12K | $588K |
| May 2022 | $861K | $110K | $751K |
| Apr 2022 | $1.1M | $58K | $1.0M |
| Mar 2022 | $301K | $196K | $105K |
| Feb 2022 | $527K | $13K | $515K |
| Jan 2022 | $1.4M | $949K | $490K |
| Dec 2021 | $1.2M | $284K | $936K |
| Nov 2021 | $205K | $3.3M | −$3.1M |
C000196465 Assets Under Management
Net assets of Invesco U.S. Managed Volatility Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-10-31 | $26.61M |
| 2022-07-31 | $27.19M |
| 2022-04-30 | $25.16M |
| 2022-01-31 | $26.11M |
| 2021-10-31 | $28.67M |
| 2021-07-31 | $26.83M |
| 2021-04-30 | $27.24M |
| 2021-01-31 | $19.90M |
| 2020-10-31 | $13.62M |
| 2020-07-31 | $12.21M |
| 2020-04-30 | $9.98M |
| 2020-01-31 | $9.71M |
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.