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
US00141V6974
Jun 1, 2009
$1,000
Mid-Cap
Blend
Expense Ratio
ABRYX has a high expense ratio of 1.06%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
Invesco Balanced-Risk Allocation Fund had a return of -8.21% year-to-date (YTD) and -7.89% in the last 12 months. Over the past 10 years, Invesco Balanced-Risk Allocation Fund had an annualized return of -0.71%, while the S&P 500 had an annualized return of 11.01%, indicating that Invesco Balanced-Risk Allocation Fund did not perform as well as the benchmark.
ABRYX
-8.21%
-12.31%
-13.07%
-7.89%
-2.15%
-0.71%
^GSPC (Benchmark)
23.11%
-0.36%
7.02%
23.15%
12.80%
11.01%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.91% | 1.02% | 3.69% | -2.70% | 1.33% | 0.77% | 0.87% | 0.65% | 2.35% | -3.24% | 0.65% | -8.21% | |
| 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% | 6.35% |
| 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% | -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% |
| 2019 | 3.80% | 1.88% | 2.40% | 0.99% | -1.96% | 3.18% | 0.35% | -0.35% | 0.62% | 1.23% | 0.52% | -3.10% | 9.76% |
| 2018 | 0.36% | -2.08% | 0.28% | 1.29% | 1.82% | -1.97% | -0.37% | -0.37% | -0.37% | -4.25% | 0.39% | -1.54% | -6.73% |
| 2017 | 1.03% | 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 | -0.68% | 0.68% | 2.02% | 3.03% | 1.28% | 3.35% | 1.49% | -0.34% | 1.13% | -1.71% | -0.52% | -3.02% | 6.71% |
| 2015 | 2.15% | 1.18% | -0.00% | 0.25% | -0.83% | -2.26% | -0.26% | -3.52% | -1.16% | 2.61% | -1.14% | -5.31% | -8.24% |
| 2014 | 0.08% | 2.27% | -0.82% | 0.99% | 2.63% | 1.28% | -0.55% | 1.83% | -3.82% | 1.38% | 0.96% | -5.74% | 0.13% |
| 2013 | 1.60% | -0.24% | 1.02% | 0.94% | -1.70% | -4.64% | 2.97% | 0.24% | 1.84% | 1.80% | -0.54% | -7.97% | -5.11% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ABRYX is 1, meaning it’s performing worse than 99% 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.
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.
Dividends
Dividend History
Invesco Balanced-Risk Allocation Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.21 | $0.00 | $1.46 | $0.16 | $0.70 | $0.00 | $0.00 | $0.44 | $0.32 | $0.28 |
Dividend yield | 0.00% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $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 |
| 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.
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 26.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.29% | Nov 15, 2021 | 218 | Sep 27, 2022 | — | — | — |
| -26.63% | Dec 16, 2019 | 64 | Mar 18, 2020 | 202 | Jan 5, 2021 | 266 |
| -19.3% | Oct 31, 2013 | 558 | Jan 20, 2016 | 983 | Dec 13, 2019 | 1541 |
| -9.04% | Dec 2, 2009 | 45 | Feb 5, 2010 | 121 | Jul 30, 2010 | 166 |
| -8.8% | May 21, 2013 | 24 | Jun 24, 2013 | 90 | Oct 30, 2013 | 114 |
Volatility
Volatility Chart
The current Invesco Balanced-Risk Allocation Fund volatility is 12.60%, 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.