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USD
Invesco International Value Investor (EGINX)
37.69
+0.07
(+0.19%)
At close: 8:07:05 PM EST
Fund Summary
The fund seeks to achieve its investment objective by investing in equity securities of companies throughout the world, including the United States, that the portfolio managers consider to be undervalued. It invests primarily in equity securities and depositary receipts.
Risk Overview
| Morningstar Risk Rating | -- |
| Best 1Y Total Return | 26.95% |
|---|---|
| Worst 1Y Total Return | -- |
| Number of Years Up | 15 |
| Number of Years Down | 7 |
Performance & Risk
| YTD Return | 13.90% |
| 5y Average Return | 5.48% |
|---|---|
| Rank in Category (ytd) | 26 |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.90 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
EGINX | Category Average | EGINX | Category Average | EGINX | Category Average |
|
Alpha
|
-0.74 | -0.04 | -2.69 | -0.03 | -2.34 | -0.01 |
|
BETA
|
0.9 | 0.01 | 1.02 | 0.01 | 1.04 | 0.01 |
|
Mean Annual Return
|
1.46 | 0.01 | 0.65 | 0.01 | 0.66 | 0 |
|
R-squared
|
78.2 | 0.92 | 82.2 | 0.91 | 86.02 | 0.9 |
|
Standard Deviation
|
13.57 | 0.2 | 17.49 | 0.17 | 16.79 | 0.16 |
|
Sharpe Ratio
|
0.95 | 0 | 0.22 | 0 | 0.32 | 0 |
|
Treynor Ratio
|
14.72 | 0.04 | 2.44 | 0.07 | 4.03 | 0.04 |
