Fact sheet: Invesco Perp Baln Risk 8

Fund information
Fund name
Invesco Perpetual Balanced Risk 8 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 8 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 balancing the risk contribution from each of these asset classes to build the strategic allocation and adjusting the risk contribution tactically to make the portfolio more adaptive to the nearterm environment. The fund will aim to target 8% 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
8.1%
1 Year rank in sector
65/78
Sector
UT Volatility Managed
Yield
-
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.
0.73%
Fund size
£254m (£221m 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.
54
Mid price
236.69
Top in this sector
Fund name1 Year
Architas MA Passive Dynamic22.6%
Architas MA Passive Growth21.4%
Architas MA Blended Growth19.2%
Stan Life Inv MyFl Mkt V19.1%
Aviva Inv Mlti Ast V19.1%
...more in UT Volatility Managed

Performance snapshot

Holdings snapshot

  • No data available.
  • No data available.
  • Commodity & Energy34.2%
    Australian Fixed Interest15.7%
    UK Fixed Interest14.5%
    Canadian Fixed Interest13.5%
    US Equities10.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%1.6%2.8%8.1%11.9%21.8%
Sector-1.6%1.2%2.4%12.4%24.9%44.4%
Rank within sector3 / 8320 / 8331 / 7865 / 7871 / 7355 / 57
Quartile1st1st2nd4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund2.6%10.2%-4.8%6.7%1.6%
Sector1.9%13.1%1.5%7.1%9.4%
Rank within sector13 / 8353 / 7872 / 7340 / 7260 / 62
Quartile1st3rd4th3rd4th
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.
-1.3
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.
0.7
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.
0.13
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%.
5.55
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.
3.99
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.
-0.89
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.
0.57
Price movement
52 week high239.64
52 week low215.29
Current bid price-
Current offer price-
Current mid price236.69
Region
No data available.
Industry sector
No data available.
Asset type
1Commodity & Energy34.21%
2Australian Fixed Interest15.7%
3UK Fixed Interest14.48%
4Canadian Fixed Interest13.51%
5US Equities10.87%
6European Fixed Interest7.95%
7Hong Kong Equities7.51%
8Japanese Equities7.44%
9Eurozone Equity 7.13%
Individual holdings
1TREASURY 5% GILT 07/03/18 GBP14.02%
2SHORT-TERM INVESTMENTS CO(GLB SER) STERLING LIQUIDITY PORTFOLIO AGENCY GBP8.8%
3TREASURY 0% GILT 05/06/17 GBP17.88%
4TREASURY 0% GILT 15/05/17 GBP17.1%
5TREASURY 0% TSY BILL 07/08/17 GBP17.09%
6TREASURY 0% GILT 10/04/17 GBP15.91%
7TREASURY 0% GILT 10/07/17 GBP15.91%
8TREASURY 0% GILT 18/09/17 GBP15.32%
9TREASURY 0% GILT 03/04/17 GBP14.73%
Management
Fund manager group
Invesco Perpetual
Fund manager company
Invesco Perpetual Fund Mgrs
Fund type
OEIC
Fund objective
The Invesco Perpetual Balanced Risk 8 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 balancing the risk contribution from each of these asset classes to build the strategic allocation and adjusting the risk contribution tactically to make the portfolio more adaptive to the nearterm environment. The fund will aim to target 8% 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 8 Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£100
Available in ISAYes
Ongoing charge (OCF)1.42%
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price58.63
CurrencyGBX
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MP7
Invesco Perpetual Balanced Risk 8 No Trail Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£500
Available in ISAYes
Ongoing charge (OCF)0.92%
Total expense ratio (TER)0.95%
Bid price-
Offer price-
Mid price120.22
CurrencyGBX
Price updated20/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0MP8
Invesco Perpetual Balanced Risk 8 Y Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£100
Available in ISAYes
Ongoing charge (OCF)0.68%
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price226.44
CurrencyGBX
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK61E
Invesco Perpetual Balanced Risk 8 Z Acc
Initial charge5%
Annual charge-
Min single investment£500
Min regular saving£0
Available in ISAYes
Ongoing charge (OCF)0.73%
Total expense ratio (TER)0.82%
Bid price-
Offer price-
Mid price236.69
CurrencyGBX
Price updated20/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeGUUY
Data provided by

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