Invesco Funds - Invesco Global Targeted Returns Fund Z Accumulation EUR

Register to Unlock Ratings
Morningstar Rating™(Relative to Category)31/12/2021
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageBelow Average2 star
5-YearBelow AverageBelow Average2 star
10-Year--Not Rated
OverallBelow AverageBelow Average2 star
 
Click here to see our Methodology
1 Year Daily Volatility Chart (annualised)
  • Invesco Funds - Invesco Global Targeted Returns Fund Z Accumulation EUR
  • Morningstar EU Cau Gbl Tgt Alloc NR EUR
%
Volatility Measurements31/12/2021
 
3-Yr Std Dev6.04 %
3-Yr Mean Return-2.12 %
 
3-Yr Sharpe Ratio-0.41
 
Modern Portfolio Statistics31/12/202131/12/2021
 Standard IndexBest Fit Index
 Morningstar EU Cau Gbl Tgt Alloc NR EUR  MSCI World/Health Care NR USD
3-Yr Beta0.360.16
3-Yr Alpha-1.39-2.46
 
Advertisement
In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)