Invesco Balanced-Risk Allc R6 (ALLFX)

10.35 -0.02  -0.19% Jul 31 USD
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Key Stats

Net Asset Value 10.35
Turnover Ratio 11.00%
1 Year Fund Level Flows -655.44M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.17% 3.63% 88
3M 8.04% 8.40% 56
6M -0.77% -3.70% 35
YTD -2.36% -4.60% 39
1Y 1.08% 0.35% 53
3Y 3.60% 2.15% 36
5Y 4.18% 3.51% 40
10Y 5.80% 5.25% --
15Y -- 5.15% --
20Y -- 5.45% --
As of July 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -37.76% 81.21% 119.0%
Stock 37.93% 37.93% 0.00%
Bond 100.1% 100.1% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other -0.29% 0.19% 0.48%
As of March 31, 2020

Region Exposure

Americas 69.17%
North America 69.16%
Latin America 0.01%
Greater Europe 30.81%
United Kingdom 22.84%
Europe Developed 7.93%
Europe Emerging 0.04%
Africa/Middle East 0.00%
Greater Asia 0.02%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.01%
Market Classification
% Developed Markets 99.94%
% Emerging Markets 0.06%
As of March 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 0.00%
Communication Services 0.00%
Consumer Cyclical 0.00%
Consumer Defensive 0.00%
Energy 0.00%
Financial Services 0.00%
Healthcare 0.00%
Industrials 0.00%
Real Estate 0.00%
Technology 0.00%
Utilities 0.00%
As of March 31, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 0.00%
Small 0.00%
Micro 0.00%
As of March 31, 2020

Stock Style Exposure

Large Cap Value --
Large Cap Blend --
Large Cap Growth --
Mid Cap Value --
Mid Cap Blend --
Mid Cap Growth --
Small Cap Value --
Small Cap Blend --
Small Cap Growth --
As of March 31, 2020

ALLFX Bond Exposure

Government 55.21%
Corporate 13.23%
Securitized 0.00%
Municipal 0.00%
Cash 31.56%
Derivative 0.00%
As of March 31, 2020

ALLFX Bond Credit Quality Exposure

AAA --
AA --
A --
BBB --
BB --
B --
Below B --
Not Rated --
Date Unavailable

ALLFX Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 92.21%
183 to 364 Days 0.00%
1 to 3 Years 7.79%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of March 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- 10 Year Australian Treasury Bond Future June 20 31.52% -- --
-- 10 Year Government of Canada Bond Future June 20 27.87% -- --
-- Invesco Balanced Risk Commodity 22.71% -- --
-- Long Gilt Future June 20 11.28% -- --
-- US Treasury Bond Future June 20 11.09% -- --
-- TOPIX Future June 20 8.09% -- --
-- United States Treasury Notes 0.26% 7.80% -- --
-- United States Treasury Notes 0.31% 6.50% -- --
-- E-mini Russell 2000 Index Future June 20 6.30% -- --
-- United States Treasury Notes 0.15% 6.26% -- --
As of March 31, 2020
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Basic Info

Investment Strategy
The investment seeks to provide total return with a low to moderate correlation to traditional financial market indices. The fund's investment strategy is designed to provide capital loss protection during down markets by investing in multiple asset classes. Its portfolio management team allocates across three asset classes: equities, fixed income and commodities, such that no one asset class drives the fund's performance. The fund's exposure to these three asset classes will be achieved primarily (generally over 65% based on notional exposure) through investments in derivative instruments including but not limited to futures, options and swap agreements.
General
Security Type Mutual Fund
Oldest Share Symbol ABRYX
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class Allocation
Broad Category Allocation
Category Name World Allocation
Prospectus Objective Growth and Income
Fund Owner Firm Name Invesco
Benchmark Index
S&P 500 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Chris Devine 11.09 yrs
Christian Ulrich 11.09 yrs
Mark Ahnrud 11.09 yrs
Scott Hixon 11.09 yrs
Scott Wolle 11.09 yrs

Share Classes

Symbol Share Class
ABRCX C
ABRIX Retirement
ABRRX Retirement
ABRYX Inst
ABRZX A

Net Fund Flows

1M -76.98M
3M -174.22M
6M -397.06M
YTD -434.97M
1Y -655.44M
3Y -2.653B
5Y -6.192B
10Y 510.25M
As of July 31, 2020

Risk Info

Beta (5Y) 0.3822
Historical Sharpe Ratio (10Y) 0.6972
Historical Sortino (All) 0.8207
Daily Value at Risk (VaR) 1% (All) 1.17%
Monthly Value at Risk (VaR) 1% (All) 7.48%

Fundamentals

General
Dividend Yield TTM (7-31-20) 6.94%
30-Day SEC Yield --
7-Day SEC Yield (7-28-20) 0.00%
Forecasted Dividend Yield 4.57%
Number of Holdings 31
Stock
Weighted Average PE Ratio 15.26
Weighted Average Price to Sales Ratio 1.014
Weighted Average Price to Book Ratio 1.508
Weighted Median ROE 18.76%
Weighted Median ROA 6.18%
Forecasted PE Ratio 13.39
Forecasted PS Ratio 1.029
Forecasted Price to Book Value 1.381
Number of Stock Holdings 0
Bond
Current Yield --
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score --
Average Price 119.08
Number of Bond Holdings 7
As of March 31, 2020

Comparables

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Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 1.00M USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee --
Actual Management Fee 0.88%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 9/24/2012
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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