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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) | $1,171 |
| 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% |
| 0.0% // | 1.5 % |
| 0.0% // | 1.5 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| TOTAL | 11.7 % |
|---|
| 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. |
| 0.4% | 1.6% | 0.2% | 1.6% | 3.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.91 | 76% |
| S&P500 | 0.75 | 62% |
| MSCI EAFE | 0.84 | 82% |
| MSCI Emg. Mkts. | 0.78 | 71% |
| Recent close | $20.00 |
| 30d moving avg. | $19.67 |
| Annualized volatility | 16.0% |
| Short interest (ETF) | 0.2% |
| Relative strength (RSI) | 50 |
| Avg. volume (thou.) | 197 |
| Avg. daily value traded (mns) | $4 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| PCY | 10.3 yrs | Category Avg.* |
8.5 yrs |
| PCY | 10.1% | Category Avg.* |
8.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.85% | -21.3% | $15.75 |
| +200 bp | 9.85% | -16.2% | $16.77 |
| +150 bp | 9.35% | -12.9% | $17.42 |
| +100 bp | 8.85% | -9.1% | $18.18 |
| +75 bp | 8.60% | -7.0% | $18.60 |
| +50 bp | 8.35% | -4.8% | $19.04 |
| +25 bp | 8.10% | -2.5% | $19.51 |
| 0 bp | 7.85% | 0% | $20.00 |
| -25 bp | 7.60% | 2.6% | $20.52 |
| -50 bp | 7.35% | 5.3% | $21.06 |
| -75 bp | 7.10% | 8.1% | $21.63 |
| -100 bp | 6.85% | 11.1% | $22.22 |
| -150 bp | 6.35% | 17.4% | $23.48 |
| -200 bp | 5.85% | 24.2% | $24.83 |
| -300 bp | 4.85% | 39.3% | $27.85 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
785 | bp |
| Less: Annual "default factor" |
86 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 6.49 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The Invesco Emerging Markets Sovereign Debt ETF is classified as a Emerging Market fund. | |