Fact sheet: Invesco Perp Baln Risk 10

Fund information
Fund name
Invesco Perpetual Balanced Risk 10 Z Acc
Fund manager company
Invesco Perpetual Fund Mgrs
Fund type
OEIC
Fund manager
  • The Invesco Global Asset Allocation Teamsince 20/02/2012
Fund objective
The Invesco Perpetual Balanced Risk 10 Fund aims to achieve long term capital growth through different economic environments by investing in derivatives and other financially linked instruments to gain exposure to three main asset classes: fixed income, equities and commodities. The fund seeks to achieve this objective by (1) balancing the risk contribution from each of these asset classes to build the strategic allocation and (2) adjusting the risk contribution tactically to make the portfolio more adaptive to the nearterm environment. The fund will aim to target 10% average volatility over a full market cycle; however, no assurance can be made that these targets will be met.
Benchmark
  • No Specified Index
Investment style
Balanced,Growth
Investment method
None
Quick stats
1 Year return
11%
1 Year rank in sector
69/123
Sector
UT Specialist
Yield
0.4%
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.77%
Fund size
£124m (£58m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
65
Mid price
239.67
Top in this sector
Fund name1 Year
MFM Junior Gold125.6%
WAY Charteris Gd Prcsml112.2%
CF Ruffer Gold79%
Smith & Williamson GblGld&Res78.9%
Old Mutual JPM Nat Res77.6%
...more in UT Specialist

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Commodity & Energy44%
    Australian Fixed Interest24.7%
    Canadian Fixed Interest24.4%
    US Equities14.2%
    UK Fixed Interest12.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.7%-1%3.1%11%16.3%-
Sector-0.7%-0.4%9.8%18.8%17%27%
Rank within sector26 / 12466 / 12598 / 12569 / 12362 / 114-
Quartile1st3rd4th3rd3rd
Calendar performance
 YTD - 20162015201420132012
Fund12.8%-6.2%8.4%2.4%-
Sector19.6%-4.5%1.2%4.5%7.5%
Rank within sector65 / 12490 / 11926 / 11566 / 105-
Quartile3rd4th1st3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
1.02
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.51
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.06
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
6.9
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
6.6
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.25
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.54
Price movement
52 week high243
52 week low201.77
Current bid price-
Current offer price-
Current mid price239.67
Region
No data available.
Industry sector
No data available.
Asset type
1Commodity & Energy44.04%
2Australian Fixed Interest24.69%
3Canadian Fixed Interest24.44%
4US Equities14.18%
5UK Fixed Interest12.78%
6US Fixed Interest10.8%
7Japanese Equities9.79%
8Eurozone Equity 9.72%
9UK Equities9.09%
Individual holdings
1TREASURY 0% TSY BILL 30/01/17 GBP112.13%
2TREASURY 0% TSY BILL 03/04/17 GBP112.12%
3INVESCO STIC GLOBAL STERLING LIQUIDITY PORTFOLIO INST ACC7.27%
4TREASURY 0% TSY BILL 05/12/16 GBP16.47%
5TREASURY 0% TSY BILL 10/04/17 GBP16.47%
6TREASURY 0% TSY BILL 14/11/16 GBP14.05%
7TREASURY 0% TSY BILL 09/01/17 GBP14.04%
8TREASURY 0% TSY BILL 27/03/17 GBP14.04%
9TREASURY 0% TSY BILL 28/11/16 GBP13.24%
Management
Fund manager group
Invesco
Fund manager company
Invesco Perpetual Fund Mgrs
Fund type
OEIC
Fund objective
The Invesco Perpetual Balanced Risk 10 Fund aims to achieve long term capital growth through different economic environments by investing in derivatives and other financially linked instruments to gain exposure to three main asset classes: fixed income, equities and commodities. The fund seeks to achieve this objective by (1) balancing the risk contribution from each of these asset classes to build the strategic allocation and (2) adjusting the risk contribution tactically to make the portfolio more adaptive to the nearterm environment. The fund will aim to target 10% average volatility over a full market cycle; however, no assurance can be made that these targets will be met.
Benchmark
  • No Specified Index
Investment style
Balanced,Growth
Investment method
None
Fund manager
NameSinceBiography
The Invesco Global Asset Allocation Team20/02/2012
Compliance
IA Recognised, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
Invesco Perpetual Balanced Risk 10 Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£100
Available in ISAYes
Ongoing charge (OCF)1.46%
Total expense ratio (TER)1.47%
Bid price-
Offer price-
Mid price59.69
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MP9
Invesco Perpetual Balanced Risk 10 No Trail Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)0.96%
Total expense ratio (TER)0.97%
Bid price-
Offer price-
Mid price122.21
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MPA
Invesco Perpetual Balanced Risk 10 Y Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£100
Available in ISAYes
Ongoing charge (OCF)0.72%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price225.03
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeK61C
Invesco Perpetual Balanced Risk 10 Z Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.77%
Total expense ratio (TER)0.85%
Bid price-
Offer price-
Mid price239.67
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeGUUZ
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.