Fact sheet: Invesco Perp Baln Risk 10

Fund information

Fund name
Invesco Perpetual Balanced Risk 10 Z Acc
Fund company manager
Invesco Perpetual Fund Mgrs
Fund type
OIC
Fund manager
The Invesco Global Asset Allocation Team
since 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

Performance snapshot

Quick stats

1 Year return

11.05 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield
-
Fund size

£ 134.5 m

FE Risk score

67

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Commodity & Energy
    41.37%
  • Australian Fixed Interest
    23.6%
  • Canadian Fixed Interest
    20.37%
  • UK Fixed Interest
    15.83%
  • US Equities
    14.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.64 %4.61 %9.77 %10.07 %30.91 %
Sector0.48 %5.24 %15.83 %25.93 %51.54 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund4.39 %12.73 %-6.2 %8.4 %2.45 %
Sector5.08 %13.12 %1.54 %7.09 %9.44 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.98
Beta0.86
Sharpe0.15
Volatility6.78
Tracking error4.48
Information ratio-0.69
R-Squared0.57

Price movement

52 week high255.69
52 week low231.74
Current bid price0
Current offer price0
Current mid price250.09

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 41.37% Commodity & Energy
  • 23.6% Australian Fixed Interest
  • 20.37% Canadian Fixed Interest
  • 15.83% UK Fixed Interest
  • 14.49% US Equities
  • 10.88% European Fixed Interest
  • 10.3% Japanese Equities
  • 9.73% Hong Kong Equities
  • 9.65% US Fixed Interest
  • 9.58% European Equities

Individual holdings

  • 13.66% HM TREASURY UNITED KINGDOM DMO 5% GILT 07/03/18 GBP
  • 9.4% HM TREASURY UNITED KINGDOM DMO 0% GILT 31/07/17 GBP1
  • 9.4% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 13/11/17 GBP1
  • 8.78% SHORT-TERM INVESTMENTS CO(GLB SER) STERLING LIQUIDITY PORTFOLIO AGENCY GBP
  • 6.27% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 06/11/17 GBP1
  • 5.02% HM TREASURY UNITED KINGDOM DMO 0% GILT 05/06/17 GBP1
  • 5.01% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 20/11/17 GBP1
  • 4.39% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 02/10/17 GBP1
  • 3.13% HM TREASURY UNITED KINGDOM DMO 0% GILT 10/07/17 GBP1
  • 1.88% HM TREASURY UNITED KINGDOM DMO 0% GILT 16/10/17 GBP1