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  4. 46132L10 / INVESCO BOND FUND

46132L10 / INVESCO BOND FUND

1977-05-14 to 1977-10-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 61.00 61.00 52.00 52.00 61.00 61.00 52.00 52.00
min 1.59 1.82 2.49 3.72 1.41 1.62 1.80 2.66
max 2.41 2.78 4.23 6.30 2.14 2.47 3.06 4.51
mean 1.93 2.22 3.27 4.88 1.71 1.97 2.35 3.49
st.dev. 0.20 0.23 0.40 0.60 0.17 0.20 0.29 0.43
Q5% 1.65 1.90 2.51 3.74 1.46 1.68 1.82 2.68
Q50% 1.89 2.17 3.34 5.00 1.67 1.93 2.41 3.57
Q95% 2.25 2.59 3.79 5.65 2.00 2.30 2.72 4.04

1980-01-14 to 1980-07-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 127.00 127.00 127.00 127.00 127.00 127.00 127.00 127.00
min 1.24 1.23 1.42 1.42 1.22 1.23 1.42 1.42
max 1.98 1.97 4.66 4.78 1.97 1.97 4.58 4.69
mean 1.47 1.48 2.48 2.51 1.44 1.47 2.46 2.49
st.dev. 0.15 0.15 0.70 0.73 0.15 0.15 0.69 0.71
Q5% 1.27 1.28 1.55 1.57 1.26 1.27 1.53 1.57
Q50% 1.43 1.44 2.42 2.42 1.40 1.43 2.37 2.42
Q95% 1.78 1.79 3.73 3.84 1.77 1.77 3.67 3.73

1981-07-14 to 1982-11-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 340.00 340.00 340.00 340.00 340.00 340.00 340.00 340.00
min 1.06 1.09 1.04 1.09 1.04 1.05 1.06 1.04
max 2.04 2.12 7.29 10.99 1.96 2.05 5.73 8.48
mean 1.35 1.40 1.92 1.96 1.31 1.35 1.91 1.92
st.dev. 0.15 0.16 0.68 0.96 0.15 0.15 0.59 0.76
Q5% 1.15 1.19 1.22 1.23 1.11 1.15 1.21 1.22
Q50% 1.32 1.38 1.83 1.82 1.28 1.33 1.83 1.82
Q95% 1.62 1.68 2.82 2.77 1.57 1.62 2.82 2.81

1987-10-19 to 1988-01-19
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 64.00 64.00 64.00 64.00 64.00 64.00 64.00 64.00
min 1.32 1.36 1.34 1.35 1.35 1.31 1.47 1.34
max 2.74 2.95 3.78 3.81 2.78 2.79 4.07 3.79
mean 1.61 1.67 2.11 2.12 1.69 1.61 2.25 2.11
st.dev. 0.23 0.27 0.54 0.54 0.22 0.24 0.54 0.54
Q5% 1.36 1.38 1.41 1.41 1.43 1.37 1.50 1.41
Q50% 1.57 1.61 2.04 2.04 1.67 1.56 2.16 2.04
Q95% 1.89 2.04 3.03 3.03 1.95 1.92 3.11 3.03

1990-07-14 to 1991-03-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.17 1.26 1.25 1.58 1.12 1.19 1.07 1.29
max 1.98 2.32 2.81 3.58 1.85 2.03 2.55 2.91
mean 1.41 1.61 2.00 2.46 1.32 1.46 1.77 2.07
st.dev. 0.14 0.20 0.41 0.56 0.13 0.16 0.34 0.44
Q5% 1.21 1.34 1.29 1.60 1.15 1.23 1.22 1.33
Q50% 1.39 1.58 2.00 2.42 1.30 1.44 1.77 2.07
Q95% 1.67 1.99 2.62 3.34 1.56 1.74 2.30 2.73

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 4955.00 4955.00 4946.00 4946.00 4955.00 4955.00 4946.00 4946.00
min 1.06 1.09 1.04 1.07 1.04 1.05 1.06 1.04
max 3.43 3.68 7.29 10.99 3.55 3.45 5.73 8.48
mean 1.41 1.54 1.95 2.19 1.37 1.44 1.84 1.98
st.dev. 0.20 0.27 0.55 0.84 0.19 0.21 0.46 0.59
Q5% 1.19 1.24 1.27 1.31 1.15 1.20 1.24 1.28
Q50% 1.37 1.49 1.86 1.99 1.33 1.40 1.79 1.88
Q95% 1.77 2.02 2.96 3.80 1.72 1.82 2.64 3.07