Invesco Actively Managed Exchange-Traded Fund Trust

10-Year Study

EFAA.US · · US · ETF

Executive Summary: Invesco Actively Managed Exchange-Traded Fund Trust has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 6.9% and an annualized volatility of 12.7%.

1Y CAGR
+16.5%
3Y CAGR
+14.3%
5Y CAGR
+14.3%
10Y CAGR
+14.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
6.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +25.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.42.8-6.94.4————————3.3%
20253.62.30.52.53.51.9-1.44.12.00.91.12.425.8%
2024———————2.20.8-3.60.1-2.1-2.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 72.7% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-0110219.40242673772
2024-09-0110301.058685559146
2024-10-019926.605757248199
2024-11-019932.113767961278
2024-12-019722.074959435797
2025-01-0110067.312480922776
2025-02-0110294.816273417653
2025-03-0110351.342233360645
2025-04-0110612.720291740967
2025-05-0110981.229158490713
2025-06-0111189.73031402546
2025-07-0111034.909312898613
2025-08-0111486.61209146052
2025-09-0111713.840483419739
2025-10-0111816.404232906232
2025-11-0111947.862088591763
2025-12-0112231.295139869047
2026-01-0112641.205887145452
2026-02-0112998.905282870775
2026-03-0112103.85354199514
2026-04-0112633.999573129171
Annual Return Matrix
YearAnnual Return
20250.2580951279333552
20260.03292410400166612
Total Factor Risk
0.12729391192539113
VTI.US Exposure
0.04814770875735142
VEA.US Exposure
0.7267975560716486
VWO.US Exposure
0.03047571029979938
QQQ.US Exposure
-0.01829736839348027
VTV.US Exposure
0.005066305381965832
IJR.US Exposure
0.00030682940335895355
QUAL.US Exposure
-0.08317390283746663
SHV.US Exposure
0.13149720531689438
TLT.US Exposure
-0.06720149533050386
LQD.US Exposure
0.0485533785022841
HYG.US Exposure
0.10412204436271835
GLD.US Exposure
-0.009823230516484689
USO.US Exposure
0.021455975451043545
VNQ.US Exposure
-0.07240497866554409
BTC-USD.CC Exposure
-0.008903801219053941
CPER.US Exposure
0.016672600444902673
VIX.INDX Exposure
0.015398430054277358
UUP.US Exposure
-0.02399767022384513
TIP.US Exposure
0.12981915731866903
Idiosyncratic Exposure
0.005489545821464796
Value Score
44
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
93.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.76%
Market Cap$65.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$174
Avg Yield on Cost
1.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$174.191.74%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Actively Managed Exchange-Traded Fund Trust a high-risk investment?

Invesco Actively Managed Exchange-Traded Fund Trust (EFAA.US) has an annualized volatility of 12.7% and experienced a maximum drawdown of 6.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of EFAA.US?

Over the past 10 years, EFAA.US has generated a Compound Annual Growth Rate (CAGR) of 14.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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