Invesco Trust Backtesting

XVTNX -- USA Fund  

USD 13.82  0.02  0.14%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Invesco Trust for Investment Gr and determine expected loss or profit from investing in Invesco Trust over given investment horizon. See also Invesco Trust Hype Analysis, Invesco Trust Correlation, Portfolio Optimization, Invesco Trust Volatility as well as analyze Invesco Trust Alpha and Beta and Invesco Trust Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Invesco Trust 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in Invesco Trust on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding Invesco Trust for Investment Gr or generate 0.0% return on investment in Invesco Trust over 30 days. Invesco Trust is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard 500, and Vanguard 500.

Invesco Trust Upside/Downside Indicators

Information Ratio2.27
Maximum Drawdown0.5007
Value At Risk0.29
  

Invesco Trust Market Premium Indicators

Risk Adjusted Performance0.36
Jensen Alpha0.09
Total Risk Alpha0.13
Treynor Ratio2.69

Invesco Trust for Backtested Returns

Macroaxis considers Invesco Trust to be not too risky. Invesco Trust for holds Efficiency (Sharpe) Ratio of -0.7724 which attests that Invesco Trust for had -0.7724% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Invesco Trust for exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Invesco Trust Market Risk Adjusted Performance of 2.7 and Risk Adjusted Performance of 0.36 to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of -0.034 which attests that as returns on market increase, returns on owning Invesco Trust are expected to decrease at a much smaller rate. During bear market, Invesco Trust is likely to outperform the market.. Even though it is essential to pay attention to Invesco Trust for current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Invesco Trust for exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.83 

Very good predictability

Invesco Trust for Investment Gr has very good predictability. Overlapping area represents the amount of predictability between Invesco Trust time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Trust for price movement. The serial correlation of 0.83 indicates that around 83.0% of current Invesco Trust price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.81
Residual Average0.0
Price Variance0.0

Invesco Trust for lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Invesco Trust regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Invesco Trust Lagged Returns

 Regressed Prices 
      Timeline 

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See also Invesco Trust Hype Analysis, Invesco Trust Correlation, Portfolio Optimization, Invesco Trust Volatility as well as analyze Invesco Trust Alpha and Beta and Invesco Trust Performance. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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