Invesco Floating Rate Fund Market Value
| AFRFX Fund | USD 6.45 0.01 0.16% |
| Symbol | Invesco |
Invesco Floating 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Floating's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Floating.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Invesco Floating on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Floating Rate or generate 0.0% return on investment in Invesco Floating over 90 days. Invesco Floating is related to or competes with Franklin Small, Siit Small, Hunter Small, Rbb Fund, Nt International, and Ashmore Emerging. The fund invests, under normal circumstances, at least 80 percent of its net assets in senior secured floating rate loan... More
Invesco Floating Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Floating's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Floating Rate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.164 | |||
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 0.782 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.1567 |
Invesco Floating Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Floating's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Floating's standard deviation. In reality, there are many statistical measures that can use Invesco Floating historical prices to predict the future Invesco Floating's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.0037 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.55) | |||
| Treynor Ratio | 0.6476 |
Invesco Floating January 23, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0308 | |||
| Market Risk Adjusted Performance | 0.6576 | |||
| Mean Deviation | 0.0727 | |||
| Downside Deviation | 0.164 | |||
| Coefficient Of Variation | 1063.25 | |||
| Standard Deviation | 0.1518 | |||
| Variance | 0.023 | |||
| Information Ratio | (0.59) | |||
| Jensen Alpha | 0.0037 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.55) | |||
| Treynor Ratio | 0.6476 | |||
| Maximum Drawdown | 0.782 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.1567 | |||
| Downside Variance | 0.0269 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.36) | |||
| Skewness | 2.93 | |||
| Kurtosis | 10.44 |
Invesco Floating Rate Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Floating Rate holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Invesco Floating Rate, which you can use to evaluate the volatility of the entity. Please check out Invesco Floating's Market Risk Adjusted Performance of 0.6576, risk adjusted performance of 0.0308, and Coefficient Of Variation of 1063.25 to validate if the risk estimate we provide is consistent with the expected return of 0.0157%. The fund retains a Market Volatility (i.e., Beta) of 0.0066, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Floating's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Floating is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
Invesco Floating Rate has virtually no predictability. Overlapping area represents the amount of predictability between Invesco Floating time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 2026. 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 Floating Rate price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Invesco Floating price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Mutual Fund
Invesco Floating financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Floating security.
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