Invesco Fundamental High Yield Corporate Bond ETF
|
- 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 PowerShares |
Website | www.powershares.com |
Inception date | Nov 15, 2007 |
Assets (mns) | $672 |
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% |
DELL EMC, INC. 3.4% 6/01/23 | 1.6 % |
UNITED AIRLINES HOLDI 4.3% 1/01/22 | 1.3 % |
GENWORTH FINANCIAL, I 7.6% 9/24/21 | 1.0 % |
WESTERN DIGITAL CORPO 4.8% 2/15/26 | 1.0 % |
CENTENE ESCROW CORP. 6.1% 2/15/24 | 1.0 % |
YUM! BRANDS, INC. 3.8% 11/01/21 | 0.9 % |
DAVITA INC. 5.1% 7/15/24 | 0.8 % |
GAP, INC. 6.0% 4/12/21 | 0.8 % |
AVIS BUDGET CAR RENTA 5.5% 4/01/23 | 0.8 % |
HESS CORPORATION 4.3% 4/01/27 | 0.8 % |
TOTAL | 10.1 % |
---|
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. |
1.2% | 10.0% | 3.7% | 3.7% | 3.4% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.98 | 68% |
S&P500 | 0.40 | 71% |
MSCI EAFE | 0.42 | 72% |
MSCI Emg. Mkts. | 0.31 | 40% |
Recent close | $17.77 |
30d moving avg. | $17.65 |
Annualized volatility | 8.5% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 74 |
Avg. volume (thou.) | 296 |
Avg. daily value traded (mns) | $5 |
Turnover | 0.8% |
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 | 9.65% | -15.1% | $15.08 |
+200 bp | 8.65% | -9.4% | $16.09 |
+150 bp | 8.15% | -6.8% | $16.55 |
+100 bp | 7.65% | -4.4% | $16.99 |
+75 bp | 7.40% | -3.2% | $17.19 |
+50 bp | 7.15% | -2.1% | $17.39 |
+25 bp | 6.90% | -1.0% | $17.59 |
0 bp | 6.65% | 0% | $17.77 |
-25 bp | 6.40% | 1.0% | $17.95 |
-50 bp | 6.15% | 2.0% | $18.12 |
-75 bp | 5.90% | 2.9% | $18.28 |
-100 bp | 5.65% | 3.8% | $18.44 |
-150 bp | 5.15% | 5.4% | $18.73 |
-200 bp | 4.65% | 6.9% | $18.99 |
-300 bp | 3.65% | 9.3% | $19.43 |
*Fund Category: CORPORATE
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 665 | bp |
Less: Annual "default factor" | 176 | bp |
Less: Expense ratio | 50 | bp |
Equals: ALTAR Score | 4.39 | % |
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 Fundamental High Yield Corporate Bond ETF is classified as a Corporate fund. |