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Invesco Active Allocation Fund (OAAYX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Active 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.


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S&P 500 Index

Returns By Period

Invesco Active Allocation Fund (OAAYX) has returned -3.15% so far this year and 13.96% over the past 12 months. Over the last ten years, OAAYX has returned 7.55% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Invesco Active Allocation Fund

1D
-0.41%
1M
-7.59%
YTD
-3.15%
6M
-0.68%
1Y
13.96%
3Y*
10.22%
5Y*
4.47%
10Y*
7.55%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 5, 2005, OAAYX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 63% of months were positive and 37% 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 51% 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%-7.59%-3.15%
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 -0.66%, beta of 0.72, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 06, 2005.

  • This fund participated in 89.35% of S&P 500 Index downside but only 77.32% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.66%
Beta
0.72
0.89
Upside Capture
77.32%
Downside Capture
89.35%

Expense Ratio

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


Return for Risk

Risk / Return Rank

OAAYX ranks 56 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: 5656
Overall Rank
OAAYX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
OAAYX Sortino Ratio Rank: 5656
Sortino Ratio Rank
OAAYX Omega Ratio Rank: 5252
Omega Ratio Rank
OAAYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
OAAYX Martin Ratio Rank: 6161
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 a chosen benchmark (S&P 500 Index).


OAAYXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.90

+0.15

Sortino ratio

Return per unit of downside risk

1.53

1.39

+0.15

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.33

1.40

-0.07

Martin ratio

Return relative to average drawdown

5.89

6.61

-0.72

Explore OAAYX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Invesco Active Allocation Fund provided a 5.48% 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

5.48%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
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 7.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.7%Oct 11, 2007354Mar 9, 20091140Sep 17, 20131494
-31.18%Jan 21, 202044Mar 23, 2020141Oct 12, 2020185
-26.6%Nov 17, 2021229Oct 14, 2022484Sep 19, 2024713
-17.8%Jan 29, 2018229Dec 24, 2018145Jul 24, 2019374
-15.58%May 22, 2015183Feb 11, 2016231Jan 11, 2017414

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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