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ISIN
US00900R8126
Issuer
Invesco
Inception Date
Apr 4, 2005
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

OAAYX Performance Chart

Invesco Active Allocation Fund (OAAYX) is up 11.4% since the beginning of the year. OAAYX is currently trading at $17 per share. Investors who bought $1,000 worth of OAAYX shares 5 years ago would now be looking at an investment worth $1,379.


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S&P 500 Index

Returns By Period

Invesco Active Allocation Fund (OAAYX) has returned 11.37% so far this year and 23.19% over the past 12 months. Over the last ten years, OAAYX has returned 8.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Active Allocation Fund

1D
1.01%
1M
1.92%
YTD
11.37%
6M
10.71%
1Y
23.19%
3Y*
14.28%
5Y*
6.64%
10Y*
8.95%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OAAYX Monthly Returns History

Based on dividend-adjusted daily data since Apr 5, 2005, OAAYX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Oct 2008 at -18.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, OAAYX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.76%1.98%-5.33%7.55%3.76%0.59%11.37%
20252.89%-0.84%-3.54%0.73%4.81%3.96%-0.07%2.14%2.42%1.47%0.76%0.31%15.81%
2024-0.60%3.17%3.44%-4.03%3.31%-0.14%1.71%1.96%1.65%-1.96%4.49%-3.03%9.98%
20236.44%-2.72%1.28%1.26%-1.94%4.04%2.59%-2.60%-3.97%-3.02%7.37%5.15%13.83%
2022-6.56%-2.25%-0.35%-6.79%0.53%-6.87%5.93%-3.26%-8.06%4.68%6.91%-3.43%-19.11%
20210.00%2.88%1.50%3.46%0.81%1.17%0.73%2.11%-3.48%4.04%-2.47%3.07%14.38%

Benchmark Metrics

Invesco Active Allocation Fund has an annualized alpha of -0.59%, beta of 0.72, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 05, 2005.

  • This fund participated in 89.06% of S&P 500 Index downside but only 77.05% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.59%
Beta
0.72
0.89
Upside Capture
77.05%
Downside Capture
89.06%

Expense Ratio

OAAYX has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

OAAYX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


OAAYX Risk / Return Rank: 5959
Overall Rank
OAAYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
OAAYX Sortino Ratio Rank: 5454
Sortino Ratio Rank
OAAYX Omega Ratio Rank: 5454
Omega Ratio Rank
OAAYX Calmar Ratio Rank: 6464
Calmar Ratio Rank
OAAYX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Active Allocation Fund (OAAYX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OAAYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.93

2.78

+0.14

Martin ratioReturn relative to average drawdown

12.57

12.44

+0.13

Dividends

Dividend History

Invesco Active Allocation Fund provided a 4.77% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.81$0.81$0.82$0.44$0.59$1.34$1.88$1.32$0.24$0.20$0.16$0.22

Dividend yield

4.77%5.31%5.94%3.31%4.85%8.53%12.58%8.88%1.84%1.32%1.26%1.81%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Active Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.81$0.81
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.34$1.34

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 Active 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 Active Allocation Fund was 54.70%, occurring on Mar 9, 2009. Recovery took 1140 trading sessions.

The current Invesco Active Allocation Fund drawdown is 0.47%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.70%Mar 2009
1y 5mo4y 6mo
5y 11moOct 2007 - Sep 2013
COVID crash2020
-31.18%Mar 2020
2mo 2d6mo 23d
8mo 25dJan 2020 - Oct 2020
Bear market2022
-26.60%Oct 2022
11mo 1d1y 11mo
2y 10moNov 2021 - Sep 2024
Rate-hike selloffLate 2018
-17.80%Dec 2018
10mo 29d7mo 2d
1y 5moJan 2018 - Jul 2019
2016 correction2016
-15.58%Feb 2016
8mo 25d11mo 5d
1y 7moMay 2015 - Jan 2017

Drawdown Indicators


OAAYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.70%

-56.78%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-9.10%

+1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-18.90%

+5.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-25.43%

-1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

-33.92%

+2.74%

Current Drawdown

Current decline from peak

-0.47%

-1.80%

+1.33%

Average Drawdown

Average peak-to-trough decline

-9.37%

-10.71%

+1.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.03%

-0.20%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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