Invesco Total Return Bond ETF
Provider: Invesco
| Annualised Return | 2.76% |
| Realised Volatility | 6.43% |
| Downside Volatility | 4.61% |
| Max Drawdown | -19.63% |
| Winning months | 56.99% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.6 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.63% | 2.03% | -0.36% | -0.19% | -0.48% | 1.73% | -0.19% | 1.34% | 1.45% | 0.51% | 0.6% | -0.21% | 7.03% |
| 2024 | 0.13% | -1.06% | 1.14% | -2.29% | 1.74% | 0.8% | 2.27% | 1.53% | 1.39% | -2.45% | 1.15% | -1.6% | 2.63% |
| 2023 | 4.25% | -2.51% | 0.94% | 0.59% | -1.33% | 0.13% | 0.3% | -0.64% | -2.56% | -1.79% | 4.99% | 3.8% | 5.95% |
| 2022 | -2.33% | -1.67% | -2.56% | -4.21% | -0.18% | -3.26% | 2.69% | -1.79% | -5.24% | -1.6% | 4.86% | -0.16% | -14.77% |
| 2021 | -0.44% | -0.71% | -1.33% | 0.97% | 0.5% | 0.85% | 1.1% | -0.1% | -0.93% | -0.08% | -0.2% | 0.03% | -0.38% |
| 2020 | 2.17% | 1.49% | -4.89% | 3.42% | 2.32% | 2.28% | 2.39% | -0.35% | -0.37% | -0.17% | 1.77% | 0.56% | 10.86% |
| 2019 | 2.01% | 0.32% | 1.83% | 0.38% | 1.74% | 1.42% | 0.2% | 2.86% | -0.53% | 0.44% | 0.27% | 0.16% | 11.65% |
| 2018 | -0.71% | 0.85% | -0.04% | 0% | 0.95% | -0.66% | -1.07% | 0.09% | 0.86% | 0.26% |