Invesco Trust Correlations

VTN Stock

USD 11.87 0.13 1.08%

The current 90-days correlation between Invesco Trust For and Invesco Pennsylvania Value is 0.2 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Invesco Trust moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Invesco Trust For moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Invesco Trust Correlation With Market

Poor diversification

The correlation between Invesco Trust For and DJI is 0.77 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invesco Trust For and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Invesco Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Invesco Trust For. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Invesco Stock

0.71	SPT6	Beta Systems Software	Pair Corr
0.85	HHI	Henderson High Income	Pair Corr
0.73	BK	Bank of New York	Pair Corr
0.61	FT	Franklin Universal Closed	Pair Corr
0.76	RA	Brookfield Real Assets	Pair Corr
0.64	WT	WisdomTree	Pair Corr
0.68	JLEN	JLEN Environmental Assets	Pair Corr
0.74	MNG	MG Plc	Pair Corr
0.77	VCTR	Victory Capital Holdings	Pair Corr
0.65	SDV	Chelverton UK Dividend	Pair Corr
0.65	MNTN	Schiehallion Fund	Pair Corr
0.69	DBAN	Deutsche Beteiligungs	Pair Corr

Moving against Invesco Stock

0.41	55O1	Apollo Investment Corp	Pair Corr
0.67	IPX	Impax Asset Management	Pair Corr
0.57	MFG	Magellan Financial Earnings Call Today	Pair Corr
0.79	TIP	Teaminvest Private	Pair Corr
0.57	OEQ	Orion Equities Earnings Call This Week	Pair Corr
0.48	DYCQ	DT Cloud Acquisition	Pair Corr

Related Correlations Analysis

	VPV	DUNK	BVAOX	FLRUX	NEEGX	CBLLX	WSBFX	WELNX	NESGX	ASQIX
VPV		-0.82	0.63	0.65	0.8	0.75	0.56	0.87	0.68	0.6	VPV
DUNK	-0.82		-0.64	-0.68	-0.78	-0.64	-0.58	-0.72	-0.7	-0.62	DUNK
BVAOX	0.63	-0.64		0.92	0.9	0.82	0.85	0.8	0.97	0.95	BVAOX
FLRUX	0.65	-0.68	0.92		0.88	0.8	0.92	0.82	0.9	0.93	FLRUX
NEEGX	0.8	-0.78	0.9	0.88		0.87	0.79	0.92	0.95	0.92	NEEGX
CBLLX	0.75	-0.64	0.82	0.8	0.87		0.82	0.91	0.82	0.8	CBLLX
WSBFX	0.56	-0.58	0.85	0.92	0.79	0.82		0.76	0.81	0.88	WSBFX
WELNX	0.87	-0.72	0.8	0.82	0.92	0.91	0.76		0.83	0.79	WELNX
NESGX	0.68	-0.7	0.97	0.9	0.95	0.82	0.81	0.83		0.94	NESGX
ASQIX	0.6	-0.62	0.95	0.93	0.92	0.8	0.88	0.79	0.94		ASQIX
	VPV	DUNK	BVAOX	FLRUX	NEEGX	CBLLX	WSBFX	WELNX	NESGX	ASQIX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

NESGX	+ 0.97	BVAOX
ASQIX	+ 0.95	BVAOX
NESGX	+ 0.95	NEEGX
ASQIX	+ 0.94	NESGX
ASQIX	+ 0.93	FLRUX
FLRUX	+ 0.92	BVAOX

High negative correlations

DUNK	- 0.82	VPV
NEEGX	- 0.78	DUNK
WELNX	- 0.72	DUNK
NESGX	- 0.7	DUNK
FLRUX	- 0.68	DUNK
CBLLX	- 0.64	DUNK

Risk-Adjusted Indicators

There is a big difference between Invesco Stock performing well and Invesco Trust Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Invesco Trust's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VPV	0.38	0.05	0.02	(0.55)	0.36	(0.46)	1.05	(0.66)	2.94
DUNK	0.83	(0.33)	0.00	(0.42)	0.00	0.00	1.38	(2.09)	5.11
BVAOX	0.84	0.05	0.06	0.09	0.86	(0.95)	1.96	(1.58)	4.73
FLRUX	0.24	0.03	(0.01)	0.13	0.13	(0.30)	0.55	(0.41)	2.12
NEEGX	1.33	0.26	0.13	2.00	1.46	(1.44)	2.60	(2.79)	6.67
CBLLX	0.39	0.05	0.00	(0.70)	0.35	(0.57)	1.28	(0.81)	2.58
WSBFX	0.45	0.15	0.19	(1.32)	0.17	(0.54)	0.90	(0.81)	8.26
WELNX	0.68	0.07	0.04	0.25	0.88	(0.65)	1.73	(1.58)	4.18
NESGX	1.36	0.19	0.12	0.15	1.60	(1.51)	3.07	(2.62)	7.79
ASQIX	0.83	0.11	0.07	0.79	0.86	(0.90)	2.22	(1.67)	5.23

Invesco Trust Corporate Management

Andrew Schlossberg	Senior Vice President	Profile
Anthony LaCava	Independent Trustee	Profile
Teresa Ressel	Independent Trustee	Profile
Tim OReilly	Portfolio Manager	Profile
Robert Leveille	Chief Compliance Officer	Profile

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