- ISIN
- US00141V6974
- Issuer
- Invesco
- Inception Date
- Jun 1, 2009
- Category
- Tactical Allocation
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ABRYX Performance Chart
Invesco Balanced-Risk Allocation Fund (ABRYX) is up 19.9% since the beginning of the year. ABRYX is currently trading at $10 per share. Investors who bought $1,000 worth of ABRYX shares 5 years ago would now be looking at an investment worth $1,244.
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Returns By Period
Invesco Balanced-Risk Allocation Fund (ABRYX) has returned 19.86% so far this year and 28.60% over the past 12 months. Over the last ten years, ABRYX has returned 4.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Invesco Balanced-Risk Allocation Fund
- 1D
- -0.69%
- 1M
- 0.70%
- YTD
- 19.86%
- 6M
- 20.03%
- 1Y
- 28.60%
- 3Y*
- 12.11%
- 5Y*
- 4.47%
- 10Y*
- 4.99%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.64%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
ABRYX Monthly Returns History
Based on dividend-adjusted daily data since Jun 3, 2009, ABRYX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +8.0%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ABRYX closed higher 51% of trading days. The best single day was Dec 16, 2024 with a return of +13.2%, while the worst single day was Dec 17, 2024 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.47% | 6.99% | -0.11% | 4.96% | 1.51% | -0.20% | 19.86% | ||||||
| 2025 | 3.11% | -0.36% | -1.21% | -1.35% | 0.12% | 2.36% | 0.24% | 1.21% | 2.27% | 2.69% | 0.11% | -0.89% | 8.50% |
| 2024 | 0.91% | 1.02% | 3.69% | -2.70% | 1.33% | 0.77% | 0.87% | 0.65% | 2.35% | -3.24% | 0.65% | -2.76% | 3.34% |
| 2023 | 3.91% | -3.08% | 2.00% | 0.12% | -2.76% | 2.13% | 3.48% | -1.68% | -2.73% | -2.81% | 4.94% | 3.17% | 6.34% |
| 2022 | -3.12% | 0.73% | 0.83% | -3.28% | 0.11% | -6.46% | 5.09% | -4.52% | -7.67% | 3.17% | 3.67% | -3.54% | -14.82% |
| 2021 | 0.26% | 0.44% | 0.35% | 3.38% | 1.93% | 0.91% | 0.90% | 1.05% | -2.16% | 0.90% | -1.38% | 2.80% | 9.65% |
Benchmark Metrics
Invesco Balanced-Risk Allocation Fund has an annualized alpha of 3.19%, beta of 0.23, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since June 04, 2009.
- This fund participated in 44.38% of S&P 500 Index downside but only 38.56% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.23 may look defensive, but with R2 of 0.18 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.18 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.19%
- Beta
- 0.23
- R²
- 0.18
- Upside Capture
- 38.56%
- Downside Capture
- 44.38%
Expense Ratio
ABRYX has a high expense ratio of 1.06%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ABRYX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund (ABRYX) and compare them to S&P 500 Index.
| ABRYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.36 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.99 | 2.69 | +4.30 |
| Martin ratioReturn relative to average drawdown | 25.40 | 12.34 | +13.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Invesco Balanced-Risk Allocation Fund provided a 2.96% dividend yield over the last twelve months, with an annual payout of $0.30 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.30 | $0.30 | $1.06 | $0.21 | $0.00 | $2.55 | $0.16 | $0.70 | $0.00 | $0.70 | $0.46 | $0.74 |
Dividend yield | 2.96% | 3.55% | 13.21% | 2.43% | 0.00% | 25.72% | 1.40% | 6.66% | 0.00% | 6.34% | 4.36% | 7.17% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $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 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $1.06 |
| 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 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 1.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -26.63%Mar 2020 | 3mo 3d | 9mo 23d | 1y 21dDec 2019 - Jan 2021 |
Bear market2022 | -19.17%Sep 2022 | 10mo 16d | 2y 2mo | 3y 1moNov 2021 - Dec 2024 |
2025 selloff2025 | -18.09%Apr 2025 | 3mo 23d | 9mo 24d | 1y 1moDec 2024 - Jan 2026 |
2016 correction2016 | -12.56%Jan 2016 | 9mo 9d | 5mo 13d | 1y 2moApr 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -9.13%Dec 2018 | 10mo 29d | 3mo 12d | 1y 2moJan 2018 - Apr 2019 |
Drawdown Indicators
| ABRYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -56.78% | +30.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.15% | -9.10% | +4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -18.09% | -18.90% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -25.43% | +6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -26.63% | -33.92% | +7.29% |
Current DrawdownCurrent decline from peak | -1.18% | -2.97% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -10.72% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.14% | 1.97% | -0.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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