Invesco PureBeta 0-5 Yr US TIPS ETF
Ticker
PBTP
ISIN
US46138E495
Price
USD 25.46
Change Today
+0.01 / 0.02 %
Price 1 year ago
24.02 / 5.976 %
Morningstar
4
52 Week Low
23.99
52 Week High
25.58
200 Day Moving Average 24.96
24.96
50-day Moving Average
25.47
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.28 |
| Sortino Ratio | -1.59 |
| Maximum Drawdown | -0.4% |
| Maximum Drawdown Date | 2023-12-12 |
| Calmar Ratio | -24.21 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.45 |
| Volatility | 1.083% |
| Alpha | -0.49 |
| Beta | None |
| R Squared | +40.89 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.01% |
| Average Annual Volatility | 2.804% |
| Sharpe Ratio | 1.07 |
| Sortino Ratio | 0.21 |
| Maximum Drawdown | -5.0% |
| Maximum Drawdown Date | 2022-09-30 |
| Calmar Ratio | -0.55 |
Company information
Summary
The investment seeks to track the investment results (before fees and expenses) of the ICE BofA 0-5 Year US Inflation-Linked Treasury IndexSM (the "underlying index"). The fund generally will invest at least 80% of its total assets in the components that comprise the underlying index. The index is designed to measure the performance of the shorter maturity subset of the U.S. Treasury Inflation-Protected Securities ("TIPS") market, represented by TIPS with a remaining maturity of at least one month and less than five years.
Market
US
Category
Inflation-Protected Bond
Expense Ratio
0.07%
Fund family
Invesco
Morningstar
4
Yield
0.0554
Exchange
BTS
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| United States Treasury Notes 0.62% | 5.73% | |
| United States Treasury Notes 0.25% | 5.71% | |
| United States Treasury Notes 0.38% | 5.68% | |
| United States Treasury Notes 0.12% | 5.62% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BKIPX | iShares Short-Term TIPS Bond Index Fund Class K | NAS | 5 | ||||
| EMH5.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | ||
| EMH5.SW | SPDR BOFA ML 0-5 EM $ GOV BOND | IE00BP46NG52 | EBS | 0.42% | 5 | ||
| GIL5.L | Lyxor UK Government Bond 0-5Y (DR) UCITS ETF | LU165048849 | LSE | 0.05% | 5 | ||
| IGLS.L | iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | IE00B4WXJK7 | LSE | 0.09% | 5 | +3.30 | |
| SEMH.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | -2.54 | |
| STIP | iShares 0-5 Year TIPS Bond ETF | US46429B7477 | PCX | 0.03% | 5 | -0.32 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.