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Invesco Select Risk: Growth Investor Fund (AADAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00141M5498
CUSIP00141M549
IssuerInvesco
Inception DateApr 29, 2004
CategoryDiversified Portfolio
Min. Investment$1,000
Asset ClassMulti-Asset

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

AADAX features an expense ratio of 0.43%, falling within the medium range.


Expense ratio chart for AADAX: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco Select Risk: Growth Investor Fund

Popular comparisons: AADAX vs. HTGC, AADAX vs. FXAIX, AADAX vs. NQ=F

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Select Risk: Growth Investor Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
204.26%
386.30%
AADAX (Invesco Select Risk: Growth Investor Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Select Risk: Growth Investor Fund had a return of 5.57% year-to-date (YTD) and 8.92% in the last 12 months. Over the past 10 years, Invesco Select Risk: Growth Investor Fund had an annualized return of 4.92%, while the S&P 500 had an annualized return of 10.77%, indicating that Invesco Select Risk: Growth Investor Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.57%15.41%
1 month0.33%0.33%
6 months6.76%13.74%
1 year8.92%21.39%
5 years (annualized)5.60%13.11%
10 years (annualized)4.92%10.77%

Monthly Returns

The table below presents the monthly returns of AADAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.56%3.08%3.40%-4.07%3.29%-0.13%5.57%
20236.19%-2.62%1.27%1.11%-1.90%4.02%2.51%-2.58%-3.94%-3.06%7.39%5.09%13.39%
2022-6.41%-2.28%-0.45%-6.71%0.49%-6.68%5.96%-3.16%-8.21%4.59%7.19%-3.38%-18.74%
2021-0.06%2.72%1.48%3.40%0.70%1.11%0.87%2.06%-3.53%3.95%-2.46%2.91%13.66%
2020-1.65%-6.76%-13.40%9.17%4.09%2.04%4.06%3.63%-2.04%-0.46%10.53%4.45%11.79%
20196.89%2.28%0.96%2.33%-4.87%6.02%-0.31%-1.35%1.49%1.41%1.87%2.69%20.63%
20183.61%-3.73%-0.62%0.31%0.63%-0.25%1.87%0.80%-0.12%-6.03%1.04%-5.64%-8.29%
20171.77%2.16%0.68%1.01%1.07%0.40%2.05%0.19%1.74%1.46%1.38%0.83%15.76%
2016-3.90%-0.16%6.05%1.05%0.37%0.30%2.95%-0.00%0.21%-1.43%2.03%1.56%9.08%
2015-0.93%3.26%-0.77%1.41%-0.35%-1.89%0.14%-5.33%-2.55%5.09%-0.51%-1.92%-4.66%
2014-2.57%3.85%0.44%0.72%1.87%1.83%-1.59%2.25%-3.30%1.21%1.05%-1.22%4.37%
20133.51%-0.00%2.02%1.58%-0.23%-2.96%4.02%-1.47%3.45%3.03%0.52%1.20%15.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AADAX is 26, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AADAX is 2626
AADAX (Invesco Select Risk: Growth Investor Fund)
The Sharpe Ratio Rank of AADAX is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of AADAX is 2525Sortino Ratio Rank
The Omega Ratio Rank of AADAX is 2525Omega Ratio Rank
The Calmar Ratio Rank of AADAX is 2727Calmar Ratio Rank
The Martin Ratio Rank of AADAX is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AADAX
Sharpe ratio
The chart of Sharpe ratio for AADAX, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.005.000.90
Sortino ratio
The chart of Sortino ratio for AADAX, currently valued at 1.35, compared to the broader market0.005.0010.001.35
Omega ratio
The chart of Omega ratio for AADAX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for AADAX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.41
Martin ratio
The chart of Martin ratio for AADAX, currently valued at 2.41, compared to the broader market0.0020.0040.0060.0080.00100.002.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current Invesco Select Risk: Growth Investor Fund Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Select Risk: Growth Investor Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.90
1.82
AADAX (Invesco Select Risk: Growth Investor Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Select Risk: Growth Investor Fund granted a 1.97% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.30$0.76$1.07$1.84$1.54$0.35$0.29$0.16$0.21$0.25$0.21

Dividend yield

1.97%2.08%5.87%6.35%11.65%9.73%2.44%1.83%1.13%1.59%1.78%1.53%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Select Risk: Growth Investor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.84$1.84
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.54$1.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.35
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2013$0.21$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.29%
-2.86%
AADAX (Invesco Select Risk: Growth Investor Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Select Risk: Growth Investor Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Select Risk: Growth Investor Fund was 55.88%, occurring on Mar 9, 2009. Recovery took 1028 trading sessions.

The current Invesco Select Risk: Growth Investor Fund drawdown is 4.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.88%Nov 1, 2007338Mar 9, 20091028Apr 10, 20131366
-31.26%Jan 21, 202044Mar 23, 2020159Nov 5, 2020203
-26.59%Nov 10, 2021234Oct 14, 2022
-15.86%Apr 27, 2015202Feb 11, 2016209Dec 8, 2016411
-15.8%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360

Volatility

Volatility Chart

The current Invesco Select Risk: Growth Investor Fund volatility is 2.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.17%
2.76%
AADAX (Invesco Select Risk: Growth Investor Fund)
Benchmark (^GSPC)