Invesco US Treasury Bond 1-3 Year UCITS ETF
Ticker
TRE3.L
ISIN
IE00BF2FNG4
Price
USD 38.67
Change Today
-0.06 / -0.148 %
Price 1 year ago
36.81 / 5.053 %
Morningstar
4
52 Week Low
36.84
52 Week High
39.02
200 Day Moving Average 38.07
38.07
50-day Moving Average
38.84
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.94 |
| Sortino Ratio | -1.72 |
| Maximum Drawdown | -0.3% |
| Maximum Drawdown Date | 2023-12-11 |
| Calmar Ratio | -33.08 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.52 |
| Volatility | 0.821% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.632% |
| Average Annual Volatility | 1.858% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | -0.65 |
| Maximum Drawdown | -6.0% |
| Maximum Drawdown Date | 2022-11-03 |
| Calmar Ratio | -0.30 |
Company information
Summary
The investment objective of the Fund is to achieve the performance of the Bloomberg Barclays US Treasury 1-3 Year Index (the "Reference Index") less fees, expenses and transaction costs.
Market
GB
Category
USD Government Bond
Expense Ratio
0.06%
Fund family
Invesco Investment Management Limited
Morningstar
4
Yield
0.0062
Exchange
LSE
| 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
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IB01.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Acc) | IE00BGSF1X8 | LSE | 1.00% | 5 | -0.99 | -- |
| IBTA.L | iShares $ Treasury Bond 1-3yr UCITS ETF | DE000A0J207 | LSE | 0.10% | 5 | -1.74 | |
| IBTU.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | IE00BGR7L91 | LSE | 1.00% | 5 | -0.99 | -- |
| IEF | iShares 7-10 Year Treasury Bond ETF | US4642874402 | NGM | 0.15% | 5 | -0.600 | |
| IEI | iShares 3-7 Year Treasury Bond ETF | IE00B3VWN393 | NGM | 0.15% | 4 | -1.34 | |
| SCHO | Schwab Short-Term U.S. Treasury ETF | US808524862 | PCX | 0.03% | 4 | -2.50 | |
| SCHR | Schwab Intermediate-Term U.S. Treasury ETF | US808524854 | PCX | 0.03% | 4 | -1.05 | |
| SPTI | SPDR Portfolio Intermediate Term Treasury ETF | US78464A672 | PCX | 0.06% | 4 | -1.08 | |
| SPTL | SPDR Portfolio Long Term Treasury ETF | US78464A664 | PCX | 0.06% | 4 | -5.00 | |
| SPTS | SPDR Portfolio Short Term Treasury ETF | US78468R101 | PCX | 0.06% | 4 | -2.44 | |
| TLH | iShares 10-20 Year Treasury Bond ETF | IE00BFM6TC58 | PCX | 0.15% | 4 | -2.39 | |
| TRE3.L | Invesco US Treasury Bond 1-3 Year UCITS ETF | IE00BF2FNG4 | LSE | 0.06% | 4 | -- | -- |
| VGIT | Vanguard Intermediate-Term Treasury Index Fund | US92206C870 | NGM | 0.04% | 4 | -1.08 | |
| VGLT | Vanguard Long-Term Treasury Index Fund | US92206C847 | NGM | 0.04% | 4 | -4.81 | |
| VGSH | Vanguard Short-Term Treasury Index Fund | US92206C102 | NGM | 0.04% | 4 | -2.48 |
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.