Invesco Emerging Markets Sovereign Debt ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Invesco Emerging Markets Sovereign Debt Portfolio is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the price and yield of the DB Emerging Market USD Liquid Balanced Index. |
Category | Emerging Market |
Fund Sponsor | Invesco PowerShares |
Website | www.powershares.com |
Inception date | Oct 11, 2007 |
Assets (mns) | $1,434 |
Currency | USD |
Expense ratio | 50 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | Bank of New York Mellon/The |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 97 |
No of distinct issuers | 44 |
Inflation protected | 0% |
Variable/Fixed coupon | 4% /96% |
Non-standard maturity (callable, etc.) | 16% |
GOVT OF CROATIA 6.0% 1/26/24 | 1.3 % |
GOVT OF CROATIA 5.5% 4/04/23 | 1.3 % |
GOVT OF TRINIDAD & TO 4.5% 8/04/26 | 1.2 % |
GOVT OF TRINIDAD & TO 4.4% 1/16/24 | 1.2 % |
GOVT OF SLOVENIA 5.3% 2/18/24 | 1.2 % |
GOVT OF COLOMBIA 5.6% 2/26/44 | 1.0 % |
GOVT OF MEXICO 4.6% 1/23/46 | 0.9 % |
GOVT OF THE PHILIPPIN 6.4% 1/23/34 | 0.9 % |
GOVT OF PERU 5.6% 11/18/50 | 0.9 % |
GOVT OF EGYPT 7.9% 2/21/48 | 0.9 % |
TOTAL | 10.9 % |
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GOVT OF RUSSIA | 3.2% |
GOVT OF CHILE | 3.2% |
GOVT OF PANAMA | 3.2% |
GOVT OF QATAR | 3.2% |
GOVT OF POLAND | 3.2% |
CHILE | 3.2 % | |
PANAMA | 3.2 % | |
QATAR | 3.2 % | |
POLAND | 3.2 % | |
PERU | 3.1 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.9% | 15.8% | -0.4% | 2.3% | 4.1% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.00 | 71% |
S&P500 | 0.80 | 69% |
MSCI EAFE | 0.91 | 83% |
MSCI Emg. Mkts. | 0.82 | 72% |
Recent close | $19.70 |
30d moving avg. | $19.27 |
Annualized volatility | 17.1% |
Short interest (ETF) | 0.4% |
Relative strength (RSI) | 74 |
Avg. volume (thou.) | 382 |
Avg. daily value traded (mns) | $8 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
PCY | 10.3 yrs | Category Avg.* |
8.8 yrs |
PCY | 10.1% | Category Avg.* |
8.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 10.83% | -21.3% | $15.51 |
+200 bp | 9.83% | -16.2% | $16.51 |
+150 bp | 9.33% | -12.9% | $17.16 |
+100 bp | 8.83% | -9.1% | $17.91 |
+75 bp | 8.58% | -7.0% | $18.32 |
+50 bp | 8.33% | -4.8% | $18.76 |
+25 bp | 8.08% | -2.5% | $19.22 |
0 bp | 7.83% | 0% | $19.70 |
-25 bp | 7.58% | 2.6% | $20.21 |
-50 bp | 7.33% | 5.3% | $20.74 |
-75 bp | 7.08% | 8.1% | $21.30 |
-100 bp | 6.83% | 11.1% | $21.88 |
-150 bp | 6.33% | 17.4% | $23.12 |
-200 bp | 5.83% | 24.2% | $24.46 |
-300 bp | 4.83% | 39.3% | $27.43 |
*Fund Category: EMERGING MARKET
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 783 | bp |
Less: Annual "default factor" | 86 | bp |
Less: Expense ratio | 50 | bp |
Equals: ALTAR Score | 6.47 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.6% |
Corporate | 4.5% |
Emerging Market | 6.3% |
Government | 4.7% |
Inflation Protected | 3.0% |
Mortgage | 5.3% |
Municipals | 3.4% |
*Note: The Invesco Emerging Markets Sovereign Debt ETF is classified as a Emerging Market fund. |