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Invesco Balanced-Risk Allocation Fund (ABRYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00141V6974
IssuerInvesco
Inception DateJun 1, 2009
CategoryTactical Allocation
Min. Investment$1,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

ABRYX has a high expense ratio of 1.06%, indicating higher-than-average management fees.


Expense ratio chart for ABRYX: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%

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 Balanced-Risk Allocation Fund

Popular comparisons: ABRYX vs. QQQ, ABRYX vs. RPAR

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.74%
15.13%
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Balanced-Risk Allocation Fund had a return of 5.13% year-to-date (YTD) and 9.59% in the last 12 months. Over the past 10 years, Invesco Balanced-Risk Allocation Fund had an annualized return of 3.75%, while the S&P 500 had an annualized return of 10.88%, indicating that Invesco Balanced-Risk Allocation Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.13%13.92%
1 month0.22%3.57%
6 months6.75%15.13%
1 year9.59%24.27%
5 years (annualized)3.87%13.51%
10 years (annualized)3.75%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.91%1.02%3.69%-2.70%1.33%5.13%
20233.91%-3.08%2.00%0.11%-2.76%2.13%3.48%-1.68%-2.73%-2.81%4.94%3.17%6.34%
2022-3.13%0.73%0.83%-3.28%0.11%-6.46%5.09%-4.52%-7.67%3.17%3.67%-3.54%-14.82%
20210.26%0.44%0.35%3.38%1.93%0.91%0.90%1.05%-2.16%0.90%-1.38%2.80%9.65%
2020-1.61%-3.27%-7.65%2.80%3.04%2.54%2.18%2.91%-1.32%-1.34%8.04%3.71%9.50%
20193.80%1.88%2.40%0.99%-1.96%3.18%0.35%-0.35%0.62%1.23%0.52%1.52%14.99%
20180.36%-2.08%0.28%1.29%1.82%-1.97%-0.36%-0.37%-0.37%-4.25%0.39%-1.54%-6.73%
20171.03%1.95%-0.55%0.46%1.19%-1.99%1.66%1.81%-0.80%2.42%1.14%1.30%9.97%
2016-0.68%0.68%2.02%3.02%1.28%3.35%1.49%-0.35%1.13%-1.71%-0.52%1.23%11.38%
20152.15%1.18%-0.00%0.25%-0.83%-2.26%-0.26%-3.52%-1.16%2.61%-1.14%-1.48%-4.53%
20140.08%2.27%-0.82%0.99%2.63%1.28%-0.55%1.82%-3.82%1.38%0.96%-0.40%5.79%
20131.60%-0.24%1.02%0.94%-1.70%-4.64%2.97%0.24%1.84%1.80%-0.54%-0.79%2.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRYX is 40, 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 ABRYX is 4040
ABRYX (Invesco Balanced-Risk Allocation Fund)
The Sharpe Ratio Rank of ABRYX is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of ABRYX is 4040Sortino Ratio Rank
The Omega Ratio Rank of ABRYX is 3838Omega Ratio Rank
The Calmar Ratio Rank of ABRYX is 3737Calmar Ratio Rank
The Martin Ratio Rank of ABRYX is 4343Martin 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 Balanced-Risk Allocation Fund (ABRYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABRYX
Sharpe ratio
The chart of Sharpe ratio for ABRYX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.18
Sortino ratio
The chart of Sortino ratio for ABRYX, currently valued at 1.70, compared to the broader market0.005.0010.001.70
Omega ratio
The chart of Omega ratio for ABRYX, currently valued at 1.21, compared to the broader market1.002.003.004.001.21
Calmar ratio
The chart of Calmar ratio for ABRYX, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.55
Martin ratio
The chart of Martin ratio for ABRYX, currently valued at 3.50, compared to the broader market0.0020.0040.0060.0080.003.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0020.0040.0060.0080.008.07

Sharpe Ratio

The current Invesco Balanced-Risk Allocation Fund Sharpe ratio is 1.18. 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 Balanced-Risk Allocation 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 Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.18
2.15
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco Balanced-Risk Allocation Fund granted a 2.31% dividend yield in the last twelve months. The annual payout for that period amounted to $0.21 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.21$0.21$0.00$2.55$0.16$1.20$0.00$0.70$0.91$0.74$0.94$0.91

Dividend yield

2.31%2.43%0.00%25.72%1.40%11.36%0.00%6.34%8.51%7.17%8.06%7.69%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Balanced-Risk Allocation 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
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.55$2.55
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.20$1.20
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.74$0.74
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2013$0.91$0.91

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-5.96%
0
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Balanced-Risk Allocation 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 Balanced-Risk Allocation Fund was 26.63%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.

The current Invesco Balanced-Risk Allocation Fund drawdown is 5.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.63%Dec 16, 201964Mar 18, 2020202Jan 5, 2021266
-19.17%Nov 15, 2021218Sep 27, 2022
-12.56%Apr 16, 2015193Jan 20, 2016114Jul 1, 2016307
-9.13%Jun 1, 2018143Dec 24, 201870Apr 5, 2019213
-8.8%May 21, 201324Jun 24, 201390Oct 30, 2013114

Volatility

Volatility Chart

The current Invesco Balanced-Risk Allocation Fund volatility is 2.93%, 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%2024FebruaryMarchAprilMayJune
2.93%
2.49%
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)