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
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

2.79 %

1 Year rank in sector

123/140

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 3.1 b

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

Top in sector

Holdings snapshot

  • UK
    22.91%
  • USA
    18.79%
  • Eurozone
    17.49%
  • Canada
    15.79%
  • Australia
    12.5%
  • Equities
    48.8%
  • Commodity & Energy
    32%
  • Fixed Interest
    19.2%
  • Commodity & Energy
    39.75%
  • Canadian Fixed Interest
    15.79%
  • UK Fixed Interest
    15.45%
  • Australian Fixed Interest
    12.5%
  • US Equities
    11.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.28 %1.86 %2.79 %7.89 %13.11 %
Sector0.79 %2.85 %7.29 %11.79 %26.56 %
Rank within sector60 / 14490 / 144123 / 14094 / 12081 / 88
Quartile th2 nd3 rd4 th4 th4 th

Calendar performance

YTD-20172016201520142013
Fund3.39 %9.25 %-5.58 %5.38 %0.64 %
Sector6.06 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector109 / 14227 / 132114 / 12351 / 10991 / 96
Quartile th4 th1 st4 th2 nd4 th

Risk statistics

Alpha-1.18
Beta0.79
Sharpe-0
Volatility5.56
Tracking error3.66
Information ratio-0.53
R-Squared0.61

Price movement

52 week high16.01
52 week low14.96
Current bid price0
Current offer price0
Current mid price15.87

Holdings by region

  • 22.91% UK
  • 18.79% USA
  • 17.49% Eurozone
  • 15.79% Canada
  • 12.5% Australia
  • 8.75% Japan
  • 8.34% Hong Kong
  • -4.57% Others

Holdings by sector

  • 48.8% Equities
  • 32% Commodity & Energy
  • 19.2% Fixed Interest

Holdings by asset type

  • 39.75% Commodity & Energy
  • 15.79% Canadian Fixed Interest
  • 15.45% UK Fixed Interest
  • 12.5% Australian Fixed Interest
  • 11.74% US Equities
  • 9.99% European Fixed Interest
  • 8.64% Japanese Equities
  • 8.34% Hong Kong Equities
  • 7.5% European Equities
  • 7.46% UK Equities

Individual holdings

-