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Invesco Emerging Markets Sovereign Debt ETF
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- 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 |
| Website | www.invesco.com |
| Inception date | Oct 11, 2007 |
| Assets (mns) | $1,187 |
| 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 % |
|---|
| 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. |
| 2.3% | 3.4% | 2.4% | 2.0% | 4.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.98 | 79% |
| S&P500 | 0.80 | 67% |
| MSCI EAFE | 0.90 | 85% |
| MSCI Emg. Mkts. | 0.83 | 73% |
| Recent close | $19.43 |
| 30d moving avg. | $20.11 |
| Annualized volatility | 16.9% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 40 |
| Avg. volume (thou.) | 388 |
| Avg. daily value traded (mns) | $8 |
| Turnover | 0.6% |
| Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| PCY | 10.3 yrs | Category Avg.* |
8.4 yrs |
| PCY | 10.1% | Category Avg.* |
8.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 11.10% | -21.3% | $15.30 |
| +200 bp | 10.10% | -16.2% | $16.29 |
| +150 bp | 9.60% | -12.9% | $16.93 |
| +100 bp | 9.10% | -9.1% | $17.66 |
| +75 bp | 8.85% | -7.0% | $18.07 |
| +50 bp | 8.60% | -4.8% | $18.50 |
| +25 bp | 8.35% | -2.5% | $18.95 |
| 0 bp | 8.10% | 0% | $19.43 |
| -25 bp | 7.85% | 2.6% | $19.93 |
| -50 bp | 7.60% | 5.3% | $20.46 |
| -75 bp | 7.35% | 8.1% | $21.01 |
| -100 bp | 7.10% | 11.1% | $21.58 |
| -150 bp | 6.60% | 17.4% | $22.81 |
| -200 bp | 6.10% | 24.2% | $24.13 |
| -300 bp | 5.10% | 39.3% | $27.06 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
810 | bp |
| Less: Annual "default factor" |
86 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 6.74 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The Invesco Emerging Markets Sovereign Debt ETF is classified as a Emerging Market fund. | |