Invesco Mutual Fund Manager Performance Evaluation

XIIMX -  USA Fund  

USD 16.52  0.05  0.30%

The fund retains a Market Volatility (i.e., Beta) of -0.0236, which attests to not very significant fluctuations relative to the market. Let's try to break down what Invesco's beta means in this case. As returns on the market increase, returns on owning Invesco Value are expected to decrease at a much lower rate. During the bear market, Invesco Value is likely to outperform the market. Even though it is essential to pay attention to Invesco Value Municipal current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Invesco Value Municipal exposes twenty-six different technical indicators, which can help you to evaluate its performance.

Invesco Mutual Fund Performance 

 
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 Invesco Performance
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Over the last 90 days Invesco Value Municipal has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong primary indicators, Invesco Value is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

Invesco Value Relative Risk vs. Return Landscape

If you would invest  1,701  in Invesco Value Municipal on July 25, 2021 and sell it today you would lose (49.00)  from holding Invesco Value Municipal or give up 2.88% of portfolio value over 90 days. Invesco Value Municipal is currently producing negative expected returns and takes up 0.1416% volatility of returns over 90 trading days. Put another way, 1% of traded mutual funds are less volatile than Invesco, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon Invesco Value is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 5.04 times less risky than the market. the firm trades about -0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 of returns per unit of risk over similar time horizon.

Invesco Value Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Value's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Invesco Value Municipal, and traders can use it to determine the average amount a Invesco Value's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.3218

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Estimated Market Risk
 0.14
  actual daily
 
 1 %
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Based on monthly moving average Invesco Value is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Value by adding it to a well-diversified portfolio.

About Invesco Value Performance

To evaluate Invesco Value Municipal Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Invesco Value generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Invesco Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Invesco Value Municipal stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Invesco's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about Invesco Value Municipal

Checking the ongoing alerts about Invesco Value for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Invesco Value Municipal help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Invesco Value Alerts

Equity Alerts and Improvement Suggestions

Invesco Value generated a negative expected return over the last 90 days
Check out Your Current Watchlist. Note that the Invesco Value Municipal information on this page should be used as a complementary analysis to other Invesco Value's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for Invesco Mutual Fund analysis

When running Invesco Value Municipal price analysis, check to measure Invesco Value's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Invesco Value is operating at the current time. Most of Invesco Value's value examination focuses on studying past and present price action to predict the probability of Invesco Value's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Invesco Value's price. Additionally, you may evaluate how the addition of Invesco Value to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Invesco Value's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Value value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Value's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.