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Invesco Balanced-Risk Allocation Fund (ABRYX)

Mutual Fund · Currency in USD · Last updated May 27, 2023

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

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

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.


1.06%
0.00%2.15%

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.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%December2023FebruaryMarchAprilMay
-3.31%
3.07%
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ABRYX

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.


PeriodReturnBenchmark
1 month-2.53%0.86%
Year-To-Date0.24%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


JanFebMarAprMayJunJulAugSepOctNovDec
20233.91%-3.08%2.00%0.12%
20223.17%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABRYX
Invesco Balanced-Risk Allocation Fund
-1.08
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Invesco Balanced-Risk Allocation Fund Sharpe ratio is -1.08. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
-1.08
0.27
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-31.25%
-12.32%
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)

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, 2021196Sep 27, 2022
-20.34%Jan 21, 202041Mar 18, 2020144Oct 12, 2020185
-12.56%Apr 16, 2015193Jan 20, 2016114Jul 1, 2016307
-9.13%Jan 29, 2018229Dec 24, 201870Apr 5, 2019299
-8.8%May 21, 201324Jun 24, 201390Oct 30, 2013114

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.


2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
1.75%
3.82%
ABRYX (Invesco Balanced-Risk Allocation Fund)
Benchmark (^GSPC)