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

Fund Info

ISIN

US00141V6974

Issuer

Invesco

Inception Date

Jun 1, 2009

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

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


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.


Performance

Performance Chart


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Returns By Period

Invesco Balanced-Risk Allocation Fund (ABRYX) returned 0.12% year-to-date (YTD) and -1.15% over the past 12 months. Over the past 10 years, ABRYX returned 0.26% annually, underperforming the S&P 500 benchmark at 10.46%.


ABRYX

YTD

0.12%

1M

4.15%

6M

-3.16%

1Y

-1.15%

5Y*

2.26%

10Y*

0.26%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
20253.11%-0.36%-1.21%-1.35%0.00%0.12%
20240.91%1.02%3.69%-2.70%1.33%0.77%0.87%0.65%2.35%-3.24%0.65%-2.76%3.34%
20233.91%-3.08%2.00%0.11%-2.76%2.13%3.48%-1.68%-2.73%-2.81%4.94%3.17%6.35%
2022-3.12%0.73%0.83%-3.28%0.11%-6.45%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%-7.52%-1.36%
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%-3.10%9.76%
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%-4.85%3.29%
2016-0.67%0.68%2.02%3.02%1.29%3.35%1.49%-0.34%1.13%-1.71%-0.52%-3.02%6.71%
20152.15%1.18%0.00%0.25%-0.83%-2.26%-0.26%-3.52%-1.15%2.61%-1.14%-5.31%-8.24%
20140.08%2.27%-0.82%0.99%2.63%1.28%-0.55%1.83%-3.82%1.38%0.96%-5.74%0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABRYX is 14, meaning it’s performing worse than 86% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ABRYX is 1414
Overall Rank
The Sharpe Ratio Rank of ABRYX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ABRYX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ABRYX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ABRYX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ABRYX is 1414
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Invesco Balanced-Risk Allocation Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.12
  • 5-Year: 0.22
  • 10-Year: 0.03
  • All Time: 0.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Invesco Balanced-Risk Allocation Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Invesco Balanced-Risk Allocation Fund provided a 13.20% dividend yield over the last twelve months, with an annual payout of $1.06 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.06$1.06$0.21$0.00$1.46$0.16$0.70$0.00$0.00$0.44$0.32$0.28

Dividend yield

13.20%13.21%2.43%0.00%14.73%1.40%6.66%0.00%0.00%4.15%3.12%2.41%

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
2025$0.00$0.00$0.00$0.00$0.00$0.00
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$1.46$1.46
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$0.70$0.70
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$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2014$0.28$0.28

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 27.29%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current Invesco Balanced-Risk Allocation Fund drawdown is 16.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.29%Nov 15, 2021218Sep 27, 2022
-26.63%Dec 16, 201964Mar 18, 2020202Jan 5, 2021266
-19.3%Oct 31, 2013558Jan 20, 2016983Dec 13, 20191541
-9.04%Dec 2, 200945Feb 5, 2010121Jul 30, 2010166
-8.8%May 21, 201324Jun 24, 201390Oct 30, 2013114

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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