Invesco Senior Loan ETF
Provider: Invesco
| Annualised Return | 3.57% |
| Realised Volatility | 4.84% |
| Downside Volatility | 4.54% |
| Max Drawdown | -9.29% |
| Winning months | 65.27% |
| Sharpe Ratio | 0.74 |
| Sortino Ratio | 0.79 |
| Calmar Ratio | 0.38 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.14% | 0.14% | |||||||||||
| 2024 | -0.15% | 1.18% | 0.84% | 0.23% | 1.08% | 0.3% | 0.53% | 1.12% | 0.53% | 0.69% | 1.2% | 0.38% | 8.21% |
| 2023 | 3.42% | -0.14% | -0.05% | 1.08% | -0.62% | 2.92% | 0.62% | 1.27% | 0.33% | -0.19% | 1.26% | 2.05% | 12.53% |
| 2022 | -0.28% | -0.69% | 0.27% | -0.69% | -1.99% | -3.49% | 3.81% | 0.37% | -3.32% | 3.11% | 1.04% | -0.41% | -2.51% |
| 2021 | 0.02% | 0.19% | -0.04% | 0.35% | 0.47% | 0.02% | -0.3% | 0.75% | 0.11% | 0.12% | -1.01% | 1.63% | 2.32% |
| 2020 | -0.56% | -2.4% | -6.54% | 2.92% | 2.11% | 0.21% | 1.62% | 1.31% | -0.34% | -0.83% | 2.67% | 1.52% | 1.32% |
| 2019 | 3.45% | 2.03% | -0.33% | 1.86% | -1.03% | 0.53% | 1.14% | -0.49% | 0.32% | -0.4% | 0.61% | 1.99% | 10.03% |
| 2018 | 1.11% | -0.26% | 0.46% | 0.22% | -0.2% | -0.05% | 0.87% | 0.52% | 0.82% | -0.34% | -1.15% | -3.26% | -1.32% |
| 2017 | 0.04% | 0.59% | -0.19% | 0.36% | 0.4% | -0.46% | 0.84% | -0.26% | 0.39% | 0.13% | -0.03% | 0.29% | 2.12% |
| 2016 | -0.61% | 0.11% | 3.08% | 2.05% | 0.33% | -0.02% | 1.43% | 0.55% | 0.34% | 0.23% | 0.14% | 1.3% | 9.23% |
| 2015 | 0.06% | 1.23% | -0.11% | 0.68% | -0.17% | -1.14% | -0.1% | -0.98% | -1.2% | 0.26% | -1% | -0.91% | -3.35% |
| 2014 | 0.46% | 0.16% | 0.11% | 0.04% | 0.69% | 0.49% | -0.72% | 0.83% | -1.48% | 0.78% | 0.2% | -1% | 0.55% |
| 2013 | 1.11% | -0.2% | 0.78% | 0.74% | -0.19% | -0.84% | 1.18% | -0.48% | 0.09% | 0.95% | 0.3% | 0.58% | 4.07% |
| 2012 | 2.99% | 0.58% | 0.91% | 0.48% | -1.41% | 1.41% | 1.21% | 1.19% | 1.1% | -0.03% | -0.08% | 1.45% | 10.17% |
| 2011 | 0.16% | 0.93% | -0.49% | -0.69% | -0.22% | -6.22% | 0.02% | 4.87% | 0.05% | 0.07% | -1.84% |