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Invesco Fundamental High Yield Corporate Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Invesco Fundamental High Yield Corporate Bond Portfolio is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the price and yield of the RAFI High Yield Bond Index. |
| Category | Corporate |
| Fund Sponsor | Invesco |
| Website | www.invesco.com |
| Inception date | Nov 15, 2007 |
| Assets (mns) | $336 |
| Currency | USD |
| Expense ratio | 50 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | Bank of New York Mellon/The |
| Weighting | Fundamentals |
| Index replication | Full |
| No. of constituents | 152 |
| No of distinct issuers | 119 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 3% /97% |
| Non-standard maturity (callable, etc.) | 95% |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.0 % |
| 0.0% // | 1.0 % |
| 0.0% // | 1.0 % |
| 0.0% // | 1.0 % |
| 0.0% // | 0.9 % |
| 0.0% // | 0.9 % |
| TOTAL | 10.3 % |
|---|
| CENTENE CORPORATION | 2.3% |
| OCCIDENTAL PETROLEUM CORPORATION | 2.0% |
| SYNCHRONY FINANCIAL | 1.9% |
| DELTA AIR LINES, INC. | 1.8% |
| UNITED CONTINENTAL HOLDINGS, INC. | 1.8% |
 |
UNITED STATES | 95.9 % |
 |
CAYMAN ISLANDS | 1.2 % |
 |
0.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.1% | 4.2% | 4.0% | 3.7% | 3.3% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.92 | 67% |
| S&P500 | 0.42 | 74% |
| MSCI EAFE | 0.38 | 66% |
| MSCI Emg. Mkts. | 0.29 | 37% |
| Recent close | $18.24 |
| 30d moving avg. | $18.07 |
| Annualized volatility | 8.1% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 54 |
| Avg. volume (thou.) | 98 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.5% |
| Bid/Ask (% of price) | 0.06 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| PHB | 4.2 yrs | Category Avg.* |
4.6 yrs |
| PHB | 4.1% | Category Avg.* |
4.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.10% | -15.1% | $15.48 |
| +200 bp | 8.10% | -9.4% | $16.52 |
| +150 bp | 7.60% | -6.8% | $16.99 |
| +100 bp | 7.10% | -4.4% | $17.44 |
| +75 bp | 6.85% | -3.2% | $17.65 |
| +50 bp | 6.60% | -2.1% | $17.85 |
| +25 bp | 6.35% | -1.0% | $18.05 |
| 0 bp | 6.10% | 0% | $18.24 |
| -25 bp | 5.85% | 1.0% | $18.42 |
| -50 bp | 5.60% | 2.0% | $18.60 |
| -75 bp | 5.35% | 2.9% | $18.77 |
| -100 bp | 5.10% | 3.8% | $18.93 |
| -150 bp | 4.60% | 5.4% | $19.22 |
| -200 bp | 4.10% | 6.9% | $19.49 |
| -300 bp | 3.10% | 9.3% | $19.95 |
*Fund Category: CORPORATE
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
610 | bp |
| Less: Annual "default factor" |
176 | bp |
| Less: Expense ratio | 50 | bp |
| Equals: ALTAR Score | 3.84 | % |
| 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 Fundamental High Yield Corporate Bond ETF is classified as a Corporate fund. | |