Invesco Balanced-Risk Allocation Fund (ABRYX)
The fund’s investment strategy is designed to provide capital loss protection during down markets by investing in multiple asset classes. Its exposure to these three asset classes will be achieved primarily through investments in derivative instruments (generally having aggregate notional exposure exceeding 65% of the fund’s net assets), including but not limited to futures, options, currency forward contracts and swap agreements.
Fund Info
| ISIN | US00141V6974 |
|---|---|
| Issuer | Invesco |
| Inception Date | Jun 1, 2009 |
| Category | Tactical Allocation |
| Minimum Investment | $1,000 |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
The Invesco Balanced-Risk Allocation Fund has a high expense ratio of 1.06%, indicating higher-than-average management fees.
Share Price Chart
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Performance
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.
Compare to other instruments
Return
Invesco Balanced-Risk Allocation Fund had a return of 0.24% year-to-date (YTD) and -11.22% in the last 12 months. Over the past 10 years, Invesco Balanced-Risk Allocation Fund had an annualized return of 3.20%, while the S&P 500 had an annualized return of 9.80%, indicating that Invesco Balanced-Risk Allocation Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.53% | 0.86% |
| Year-To-Date | 0.24% | 9.53% |
| 6 months | -2.42% | 6.26% |
| 1 year | -11.22% | 1.14% |
| 5 years (annualized) | 1.59% | 9.26% |
| 10 years (annualized) | 3.20% | 9.80% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.91% | -3.08% | 2.00% | 0.12% | ||||||||
| 2022 | 3.17% | 3.67% | -3.54% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund (ABRYX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABRYX Invesco Balanced-Risk Allocation Fund | -1.08 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
Invesco Balanced-Risk Allocation Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $2.55 | $0.16 | $1.20 | $0.00 | $0.70 | $0.91 | $0.74 | $0.94 | $0.91 | $0.66 |
Dividend yield | 0.00% | 0.00% | 25.72% | 1.77% | 14.54% | 0.00% | 9.05% | 12.93% | 11.82% | 14.24% | 14.67% | 10.82% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 |
| 2012 | $0.66 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Invesco Balanced-Risk Allocation Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Invesco Balanced-Risk Allocation Fund is 34.09%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.09% | Dec 16, 2021 | 196 | Sep 27, 2022 | — | — | — |
| -20.34% | Jan 21, 2020 | 41 | Mar 18, 2020 | 144 | Oct 12, 2020 | 185 |
| -12.56% | Apr 16, 2015 | 193 | Jan 20, 2016 | 114 | Jul 1, 2016 | 307 |
| -9.13% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -8.8% | May 21, 2013 | 24 | Jun 24, 2013 | 90 | Oct 30, 2013 | 114 |
Volatility Chart
The current Invesco Balanced-Risk Allocation Fund volatility is 1.75%, 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.