See what your fund actually adds

Invesco Floating Rate ESG Fund Class A AFRAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AFRAX compared with its replication portfolio
MeasureAFRAXReplication
Annualized growth4.5%5.3%
Annualized volatility2.6%2.9%
Sharpe ratio1.671.76
Maximum drawdown6.2%6.0%
Replication fit (R²)0.72 · Tracking error 1.4%

Replication portfolio

The published portfolio below is the investable basket used to model AFRAX’s historical return behavior.

AFRAX replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans92.6%
SCHPFI · TIPS3.8%
WTMFAlternatives · Mgt Futures3.6%