Invesco Short Term Fund Volatility
| STBCX Fund | USD 8.05 -0.02 -0.25% |
Over the last 3 months, Invesco Short Term maintains relatively low price volatility. The latest risk read is supported by 21 technical indicators. Risk metrics should be viewed alongside other fundamental and technical signals.
Sharpe Ratio = -0.0306
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| Negative Returns | STBCX |
Invesco Short Term (STBCX) recorded a Market Risk Adjusted Performance of 2.9%, a Risk of 0.13, and a Risk Adjusted Performance of -0.1%. INVESCO SHORT is below its full potential per monthly moving average analysis. Pairing it with a well-diversified portfolio structure may improve overall efficiency. Correlation structure between INVESCO SHORT and other holdings determines the diversification benefit. The risk-reduction potential of adding INVESCO SHORT to a diversified portfolio can be quantified.
Key indicators related to INVESCO SHORT's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding INVESCO SHORT's historical volatility sets realistic expectations for INVESCO SHORT's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging INVESCO SHORT exposure. Volatility analysis for INVESCO SHORT is most actionable when combined with directional views. High financial distress probability for INVESCO SHORT amplifies the risk of extreme downside scenarios.
INVESCO |
Volatility Strategy
Invesco Short Term return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.13% with a beta coefficient of -0.0049, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0306, evaluates return per unit of total risk. An alpha value of -0.0143 reflects performance relative to systematic market exposure. Expected return estimates near -0.0039% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to INVESCO SHORT's market risk premium analysis include:
Beta -0.0049 | Alpha -0.01 | Risk 0.13 | Sharpe Ratio -0.03 | Expected Return -0.0039 |
Moving together with INVESCO Mutual Fund
| 0.91 | VBIRX | Vanguard Short Term | PairCorr |
| 0.94 | VFSUX | Vanguard Short Term | PairCorr |
| 0.96 | VFSIX | Vanguard Short Term | PairCorr |
| 0.96 | VFSTX | Vanguard Short Term | PairCorr |
| 0.9 | VBITX | Vanguard Short Term | PairCorr |
| 0.92 | VBISX | Vanguard Short Term | PairCorr |
| 0.92 | VSCSX | Vanguard Short Term | PairCorr |
| 0.89 | LALDX | Lord Abbett Short | PairCorr |
| 0.96 | LDLAX | Lord Abbett Short | PairCorr |
| 0.96 | LDLRX | Lord Abbett Short | PairCorr |
| 0.88 | NHS | Neuberger Berman High | PairCorr |
| 0.67 | ROFIX | Royce Opportunity | PairCorr |
| 0.84 | TWEIX | Equity Income | PairCorr |
| 0.71 | GLIFX | Lazard Global Listed | PairCorr |
| 0.77 | FNCFX | Franklin Income | PairCorr |
| 0.8 | MSDMX | Morgan Stanley | PairCorr |
Sensitivity To Market
Invesco Short Term exhibits a beta of -0.0049, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.13%.Volatility metrics for Invesco Short Term describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. For INVESCO SHORT, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Invesco Short Term Demand TrendCheck current 90 days INVESCO SHORT correlation with market (Dow Jones Industrial)Downside Risk
For INVESCO, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for INVESCO provides a measure of daily price dispersion around the mean. Standard deviation for INVESCO allows comparison of risk levels across different time horizons.
Standard Deviation | 0.13 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for INVESCO SHORT. Upside risk is measured by INVESCO SHORT's standard deviation, while downside risk is captured by downside deviation of INVESCO SHORT's returns. Standard deviation and downside deviation for INVESCO SHORT measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in INVESCO SHORT's returns. Invesco Short Term (STBCX) recorded a Maximum Drawdown of 0.62.
Mutual Fund Volatility Analysis
For investors tracking INVESCO SHORT, understanding volatility is essential to managing portfolio risk. It indicates how dramatically INVESCO SHORT's price swings over a specific time horizon. For traders and investors in INVESCO SHORT, volatility is both a risk factor and a source of opportunity. Sharp price movements in INVESCO SHORT's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Invesco Short Term Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Invesco Short Term has a beta of -0.0049 . This usually implies that as returns on the benchmark increase, returns on INVESCO SHORT tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Invesco Short Term is likely to outperform the market.Investors in INVESCO SHORT face systematic risk from overall mutual fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Invesco Short Term (STBCX) recorded a Mean Deviation of 0.08 and a Standard Deviation of 0.13.
Predicted Return Distribution |
| Density |
What Drives INVESCO SHORT's Price Volatility?
Industry Dynamics
INVESCO SHORT's volatility can rise when competitive dynamics or demand conditions shift across the Invesco sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into INVESCO SHORT's trading.INVESCO SHORT's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in INVESCO SHORT.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of INVESCO SHORT is -3267.77. The daily returns are distributed with a variance of 0.02 and standard deviation of 0.13. The mean deviation of Invesco Short Term is currently at 0.08. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | -0.0143 | |
β | Beta against Dow Jones | -0.0049 | |
σ | Overall volatility | 0.13 | |
Ir | Information ratio | 0.49 |
Mutual Fund Return Volatility
INVESCO SHORT return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.1283% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | LCCXX | ||
| 0.0 | 0.83 | 0.92 | 0.0 | 0.0 | 0.73 | SSAGX | ||
| 0.0 | 0.83 | 0.8 | 0.0 | 0.0 | 0.59 | GGTPX | ||
| 0.0 | 0.92 | 0.8 | 0.0 | 0.0 | 0.66 | FISAX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | FRQXX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | ICAXX | ||
| 0.0 | 0.73 | 0.59 | 0.66 | 0.0 | 0.0 | FICMX | ||
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
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Risk-Adjusted Indicators
INVESCO SHORT Mutual Fund can look attractive on recent price action while risk efficiency lags the peer group. Reviewing INVESCO SHORT's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LCCXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SSAGX | 0.05 | 0.00 | 0.72 | 0.17 | 0.00 | 0.10 | 0.51 | |||
| GGTPX | 0.10 | 0.01 | 0.51 | 0.18 | 0.00 | 0.30 | 0.68 | |||
| FISAX | 0.05 | 0.00 | 0.52 | -0.19 | 0.00 | 0.13 | 0.53 | |||
| FRQXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| ICAXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FICMX | 0.19 | -0.01 | 0.00 | -0.18 | 0.00 | 0.44 | 1.32 |
Risk Metrics, Assumptions & Methodology
Volatility regime for INVESCO SHORT evaluates whether NAV variability is in a calm, stressed, or transitional phase. Regime transitions often precede directional moves, making volatility shifts a useful timing signal.
Data shown for Invesco Short Term is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardINVESCO SHORT Investment Opportunity
Invesco Short Term currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 6.54. That difference can matter when investors want a steadier position size or lower contribution to total portfolio risk.You can use Invesco Short Term to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal downward trend and little activity. Check odds of INVESCO SHORT to be traded at $7.97 in 90 days.Weak diversification
For the present investment horizon, the measured correlation between INVESCO SHORT and Dow Jones stands at 0.53, or Weak diversification. A 0.53 reading means INVESCO SHORT and Dow Jones have partial price overlap, offering some diversification benefit.
INVESCO SHORT Additional Risk Indicators
Risk analysis around Invesco Short Term becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | 2.85 | |||
| Mean Deviation | 0.0776 | |||
| Coefficient Of Variation | -3,268 | |||
| Standard Deviation | 0.1283 | |||
| Variance | 0.0165 | |||
| Information Ratio | 0.4888 |
INVESCO SHORT Suggested Diversification Pairs
Pair analysis around Invesco Short Term matters because it can turn one security idea into a more market-neutral structure. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around INVESCO SHORT, market-wide risk remains. What pair trading can address is INVESCO SHORT's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.