Page 106 - AugDefComp

Invesco International Bond R6 OIBIX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
01/27/2012 ML Global Broad Market Index World Bond $2,417.00M Hemant Baijal 01/28/2013 0.62% 38

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks total return. The fund invests mainly in debt securities of foreign government and corporate issuers. Under normal market conditions, it
invests at least 80% of its net assets (plus borrowings for investment purposes) in debt securities, and in derivatives and other instruments that have economic
Cash 64.28% characteristics similar to such securities. The fund typically invests in at least three countries other than the United States. It invests in debt securities of issuers in
US Stocks 0.00% both developed and emerging markets throughout the world. It is non-diversified.
US Bonds 0.18%
Non-US Stocks 0.00%
Preferred Stocks 0.00% PERFORMANCE
Convertible Bonds 0.60%
Other 1.89% 3 Year Rolling Performance (Jul 16-Jun 21)
Non-US Bonds 33.05% 6
5th to 25th Percentile
4 25th to Median
Median to 75th Percentile
Credit Quality (%) 2 75th to 95th Percentile
AAA 32.23%
AA 0.89% 0 Invesco International Bond R6
ML Global Broad Market Index
A 1.09%
BBB 26.08% -2
BB 23.20%
B 7.32% -4
Below B 4.47%
NR/NA 4.73% -6
Total: 100.01%
-8
4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
3M YTD 1Y 3Y 5Y 7Y 10Y SI
Fund 0.07 -6.61 5.14 / 50 3.26 / 68 3.05 / 34 2.31 / 25 2.18 / 46 2.55
Sector (%)
Benchmark 1.31 -3.52 1.57 / 92 4.04 / 51 2.20 / 66 1.88 / 40 2.12 / 47
% Government 25.59%
% Municipal 0.00% Peer Group Median 1.29 -2.68 4.98 / 50 4.08 / 50 2.74 / 50 1.81 / 50 1.91 / 50
% Corporate 5.34% Number of Funds 64 58 54 52 46
% Securitized 2.70% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
% Cash and Equivalent 21.72% Fund 8.47 10.05 -5.53 11.12 6.79 -3.31 0.77 -3.88 11.29
% Derivative 44.65%
Benchmark 8.94 6.85 -1.09 6.95 2.17 -2.75 1.29 -2.65 4.25
Total: 100.00%
Peer Group Median 8.57 6.91 -2.68 8.67 2.59 -4.69 0.40 -2.91 7.42

RISK & PERFORMANCE STATISTICS NOTES
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha -1.76 0.00 0.13
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 1.64 1.00 1.09
100
75 R-Squared 31.37 100.00 57.73
Sharpe Ratio 0.21 0.62 0.49
50
25 Up Market Capture 140.07 100.00 108.61
0 Down Market Capture 184.31 100.00 107.82
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 0.0 0.0 3.5 3.5 Median
Credit Bond 0.0 11.5 3.1 26.5 Alpha 0.86 0.00 0.55
Govt Bond 0.0 37.6 0.0 37.2 Beta 1.38 1.00 1.10
HY Corp Bond 100.0 15.1 91.4 10.6 R-Squared 33.79 100.00 64.22
MBS 0.0 0.0 2.1 6.2 Sharpe Ratio 0.23 0.25 0.33
Muni Bond 0.0 0.0 0.0 0.0 Up Market Capture 143.73 100.00 111.31
TIPS 0.0 35.9 0.0 16.0 Down Market Capture 141.51 100.00 111.33

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