INVESCO TREASURER'S SERIES TRUST PREMIER PORTFOLIO INSTITUTIONAL CLASS
Alpha 1 Year | -0.03 |
Alpha 10 Years | -0.01 |
Alpha 15 Years | -0.03 |
Alpha 3 Years | -0.03 |
Alpha 5 Years | 0.01 |
Average Gain 1 Year | 0.45 |
Average Gain 10 Years | 0.13 |
Average Gain 15 Years | 0.09 |
Average Gain 3 Years | 0.26 |
Average Gain 5 Years | 0.18 |
Batting Average 1 Year | 91.67 |
Batting Average 10 Years | 45.00 |
Batting Average 15 Years | 31.67 |
Batting Average 3 Years | 52.78 |
Batting Average 5 Years | 55.00 |
Beta 1 Year | 0.43 |
Beta 10 Years | 0.87 |
Beta 15 Years | 0.84 |
Beta 3 Years | 0.84 |
Beta 5 Years | 0.91 |
Capture Ratio Down 1 Year | 0.00 |
Capture Ratio Down 10 Years | 0.00 |
Capture Ratio Down 15 Years | 0.00 |
Capture Ratio Down 3 Years | 0.00 |
Capture Ratio Down 5 Years | 0.00 |
Capture Ratio Up 1 Year | 101.58 |
Capture Ratio Up 10 Years | 99.93 |
Capture Ratio Up 15 Years | 97.30 |
Capture Ratio Up 3 Years | 100.73 |
Capture Ratio Up 5 Years | 101.06 |
Correlation 1 Year | 62.50 |
Correlation 10 Years | 92.66 |
Correlation 15 Years | 90.45 |
Correlation 3 Years | 86.00 |
Correlation 5 Years | 93.50 |
High 1 Year | 1.00 |
Information Ratio 1 Year | 1.69 |
Information Ratio 10 Years | -0.04 |
Information Ratio 15 Years | -1.12 |
Information Ratio 3 Years | 0.55 |
Information Ratio 5 Years | 0.66 |
Low 1 Year | 1.00 |
Performance Current Year | 3.17 |
Performance since Inception | 205.19 |
R-Squared (R²) 1 Year | 39.06 |
R-Squared (R²) 10 Years | 85.85 |
R-Squared (R²) 15 Years | 81.81 |
R-Squared (R²) 3 Years | 73.96 |
R-Squared (R²) 5 Years | 87.41 |
Sortino Ratio 1 Year | -2.00 |
Sortino Ratio 10 Years | -0.51 |
Sortino Ratio 15 Years | -0.36 |
Sortino Ratio 3 Years | -2.41 |
Sortino Ratio 5 Years | -1.02 |
Tracking Error 1 Year | 0.05 |
Tracking Error 10 Years | 0.03 |
Tracking Error 15 Years | 0.03 |
Tracking Error 3 Years | 0.04 |
Tracking Error 5 Years | 0.04 |
Trailing Performance 1 Month | 0.44 |
Trailing Performance 1 Week | 0.11 |
Trailing Performance 1 Year | 5.57 |
Trailing Performance 10 Years | 17.55 |
Trailing Performance 2 Years | 9.98 |
Trailing Performance 3 Months | 1.34 |
Trailing Performance 3 Years | 10.33 |
Trailing Performance 4 Years | 10.42 |
Trailing Performance 5 Years | 11.94 |
Trailing Performance 6 Months | 2.73 |
Trailing Return 1 Month | 0.44 |
Trailing Return 1 Year | 5.53 |
Trailing Return 10 Years | 1.59 |
Trailing Return 15 Years | 1.08 |
Trailing Return 2 Months | 0.90 |
Trailing Return 2 Years | 4.71 |
Trailing Return 3 Months | 1.34 |
Trailing Return 3 Years | 3.18 |
Trailing Return 4 Years | 2.40 |
Trailing Return 5 Years | 2.23 |
Trailing Return 6 Months | 2.71 |
Trailing Return 6 Years | 2.25 |
Trailing Return 7 Years | 2.14 |
Trailing Return 8 Years | 1.95 |
Trailing Return 9 Months | 4.12 |
Trailing Return 9 Years | 1.76 |
Trailing Return Since Inception | 1.68 |
Trailing Return YTD - Year to Date | 2.71 |
Treynor Ratio 1 Year | -0.22 |
Treynor Ratio 10 Years | -0.03 |
Treynor Ratio 15 Years | -0.02 |
Treynor Ratio 3 Years | -0.30 |
Treynor Ratio 5 Years | -0.09 |
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Ellyn Dora
Update: 2024-08-12