Fact sheet: Invesco Bal Risk Alloc

Fund information

Fund name
Invesco Balanced Risk Allocation E EUR
Fund company manager
Invesco Management S.A.
Fund type
SIB
Fund manager(s)
Scott Wolle
since 01/09/2009
Fund objective
The objective of the Fund is to achieve a positive total return over a market cycle with a low to moderate correlation to traditional financial market indices. The Fund intends to gain exposure primarily to shares of companies, debt instruments (issued by governments or companies with a minimum rating of B- by Standard and Poor’s rating agency or equivalent) and commodities worldwide. The Fund will make significant use of derivatives (complex instruments) in order to (i) reduce the risk and/or generate additional capital or income and/or (ii) meet the Fund’s investment objectives by generating varying amounts of leverage (i.e. where the Fund gains market exposure in excess of the net asset value of the Fund). The Fund is actively managed within its objectives and is not constrained by a benchmark.
Benchmark
-
Investment style
Balanced
Investment method
None

Quick stats

1 Year return

6.41 %

1 Year rank in sector

108/147

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 3.3 b

FE Risk score
-
NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    20.69%
  • Canada
    20.27%
  • UK
    18.13%
  • Eurozone
    16.29%
  • Australia
    13.41%
  • Equities
    42.1%
  • Commodity & Energy
    40.3%
  • Fixed Interest
    17.6%
  • Commodity & Energy
    36.73%
  • Australian Fixed Interest
    20.3%
  • Canadian Fixed Interest
    17.3%
  • US Equities
    11.07%
  • UK Fixed Interest
    9.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.41 %6.35 %6.41 %11.34 %17.33 %
Sector1.92 %4.42 %8.76 %15.34 %27.65 %
Rank within sector47 / 14935 / 150108 / 14797 / 12685 / 97
Quartile th2 nd1 st3 rd4 th4 th

Calendar performance

YTD-20182017201620152014
Fund0.91 %7.1 %9.25 %-5.58 %5.38 %
Sector1.35 %8.4 %5.2 %-0.3 %4.7 %
Rank within sector106 / 14993 / 14628 / 134116 / 12652 / 115
Quartile th3 rd3 rd1 st4 th2 nd

Risk statistics

Alpha0.1
Beta0.76
Sharpe-0
Volatility5.21
Tracking error3.51
Information ratio-0.27
R-Squared0.61

Price movement

52 week high16.63
52 week low15.4
Current bid price0
Current offer price0
Current mid price16.59

Holdings by region

  • 20.69% USA
  • 20.27% Canada
  • 18.13% UK
  • 16.29% Eurozone
  • 13.41% Australia
  • 8.35% Japan
  • 7.66% Hong Kong

Holdings by sector

  • 42.1% Equities
  • 40.3% Commodity & Energy
  • 17.6% Fixed Interest

Holdings by asset type

  • 36.73% Commodity & Energy
  • 20.3% Australian Fixed Interest
  • 17.3% Canadian Fixed Interest
  • 11.07% US Equities
  • 9.7% UK Fixed Interest
  • 9.05% European Fixed Interest
  • 7.96% Japanese Equities
  • 7.64% Hong Kong Equities
  • 7.59% UK Equities
  • 7.38% European Equities

Individual holdings

-