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

8.16 %

1 Year rank in sector

94/147

Sector

FO Mixed Asset - Balanced

Yield
-
Fund size

£ 3.3 b

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

Top in sector

Holdings snapshot

  • Others
    35.94%
  • USA
    18.23%
  • Canada
    17.29%
  • UK
    15.85%
  • Eurozone
    14.81%
  • Fixed Interest
    50.64%
  • Equities
    42.45%
  • Commodity & Energy
    35.94%
  • Canadian Fixed Interest
    17.97%
  • US Equities
    10.7%
  • Australian Fixed Interest
    10.5%
  • UK Fixed Interest
    10.24%
  • US Fixed Interest
    9.03%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.49 %3.43 %8.16 %9.84 %17.52 %
Sector0.02 %3.11 %9.24 %12.55 %29.28 %
Rank within sector7 / 15365 / 15194 / 14788 / 12783 / 95
Quartile th1 st2 nd3 rd3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund6.19 %9.25 %-5.58 %5.38 %0.64 %
Sector7.32 %5.2 %-0.3 %4.7 %7.52 %
Rank within sector92 / 14928 / 137119 / 12855 / 11791 / 97
Quartile th3 rd1 st4 th2 nd4 th

Risk statistics

Alpha-0.22
Beta0.77
Sharpe-0
Volatility5.25
Tracking error3.46
Information ratio-0.36
R-Squared0.63

Price movement

52 week high16.38
52 week low15.11
Current bid price0
Current offer price0
Current mid price16.3

Holdings by region

  • 35.94% Others
  • 18.23% USA
  • 17.29% Canada
  • 15.85% UK
  • 14.81% Eurozone
  • 10.4% Australia
  • 8.64% Japan
  • 7.87% Hong Kong

Holdings by sector

  • 50.64% Fixed Interest
  • 42.45% Equities
  • 35.94% Commodity & Energy

Holdings by asset type

  • 17.97% Canadian Fixed Interest
  • 10.7% US Equities
  • 10.5% Australian Fixed Interest
  • 10.24% UK Fixed Interest
  • 9.03% US Fixed Interest
  • 8.56% European Fixed Interest
  • 7.83% Japanese Equities
  • 7.27% Hong Kong Equities
  • 7.21% UK Equities
  • 6.85% European Equities

Individual holdings

  • 5% VISA INC
  • 4.5% HOUSING DEVELOPMENT FINANCE CORP
  • 4.5% HOUSING DEVELOPMENT FINANCE CORP
  • 4.3% M & T BANK CORP
  • 4.2% AIA GROUP LTD
  • 4.2% PRUDENTIAL PLC
  • 3.7% INTERCONTINENTAL EXCHANGE GRP INC
  • 3.4% AYALA LAND INC
  • 3.3% CHARLES SCHWAB
  • 3.2% JAPAN EXCHANGE GROUP INC