Fact sheet: Invesco Perp Baln Risk 6

Fund information

Fund name
Invesco Perpetual Balanced Risk 6 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 6 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 6% 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

6.09 %

1 Year rank in sector

-

Sector

UT Volatility Managed

Yield
-
Fund size

£ 6.7 m

FE Risk score

40

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Commodity & Energy
    26.98%
  • Canadian Fixed Interest
    18.8%
  • Australian Fixed Interest
    18.22%
  • UK Fixed Interest
    11.47%
  • US Equities
    9.58%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.75 %3.33 %5.68 %7.73 %19.15 %
Sector1.3 %5.85 %17.04 %26.08 %51.19 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.85 %8.14 %-3.53 %5.14 %1.09 %
Sector5.35 %13.12 %1.54 %7.09 %9.44 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha-1.05
Beta0.52
Sharpe-0
Volatility4.12
Tracking error3.87
Information ratio-1.17
R-Squared0.58

Price movement

52 week high232.99
52 week low216.25
Current bid price0
Current offer price0
Current mid price230.7

Holdings by region

-

Holdings by sector

-

Holdings by asset type

  • 26.98% Commodity & Energy
  • 18.8% Canadian Fixed Interest
  • 18.22% Australian Fixed Interest
  • 11.47% UK Fixed Interest
  • 9.58% US Equities
  • 6.58% Japanese Equities
  • 6.33% European Fixed Interest
  • 6.03% European Equities
  • 5.69% Hong Kong Equities
  • 5.62% UK Equities

Individual holdings

  • 17.86% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 13/11/17 GBP1
  • 14.89% HM TREASURY UNITED KINGDOM DMO 0% GILT 18/09/17 GBP1
  • 14.89% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 04/09/17 GBP1
  • 8.94% SHORT-TERM INVESTMENTS CO(GLB SER) STERLING LIQUIDITY PORTFOLIO AGENCY GBP
  • 8.93% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 06/11/17 GBP1
  • 8.93% HM TREASURY UNITED KINGDOM DMO 0% TSY BILL 07/08/17 GBP1
  • 6.95% HM TREASURY UNITED KINGDOM DMO 5% GILT 07/03/18 GBP
  • 4.47% HM TREASURY UNITED KINGDOM DMO 0% GILT 05/06/17 GBP1