Nasdaq - Delayed Quote USD

Invesco Balanced-Risk Allocation R5 (ABRIX)

9.06 -0.01 (-0.11%)
At close: 8:01 PM EDT

Fund Summary

The fund’s investment strategy is designed to provide capital loss protection during down markets by investing across multiple macro factors. Its exposure to these three macro factors will be achieved primarily through investments in derivative instruments (generally having aggregate notional exposure exceeding 65% of the fund’s net assets), including but not limited to futures, options, currency forward contracts and swap agreements.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 14.99%
Worst 1Y Total Return --
Number of Years Up 11
Number of Years Down 3

Performance & Risk

YTD Return 3.42%
5y Average Return 3.39%
Rank in Category (ytd) 52
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.84
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
ABRIXCategory AverageABRIXCategory AverageABRIXCategory Average
Alpha -1.44 -0.02 -1.56 -0.01 -0.77 -0.02
BETA 0.84 0.01 0.82 0.01 0.79 0.01
Mean Annual Return 0.16 0.01 0.38 0.01 0.37 0
R-squared 89.2 0.76 89.72 0.73 81.81 0.73
Standard Deviation 11.04 0.13 10.67 0.11 8.62 0.09
Sharpe Ratio -0.1 0.01 0.23 0.01 0.35 0.01
Treynor Ratio -2.02 0.08 2.33 0.08 3.42 0.06

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