Invesco Servative Allocation Fund Market Value
| CMAIX Fund | USD 11.71 0.08 0.68% |
| Symbol | Invesco |
Invesco Conservative 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Conservative's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Conservative.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Invesco Conservative on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Servative Allocation or generate 0.0% return on investment in Invesco Conservative over 90 days. Invesco Conservative is related to or competes with Aqr Small, Goldman Sachs, Ep Emerging, United Kingdom, Pace Small/medium, and Touchstone Small. The fund is a fund of funds, and invests its assets in other underlying mutual funds advised by the Adviser and ETFs and... More
Invesco Conservative Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Conservative's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Servative Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4381 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6173 |
Invesco Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Conservative's standard deviation. In reality, there are many statistical measures that can use Invesco Conservative historical prices to predict the future Invesco Conservative's volatility.| Risk Adjusted Performance | 0.0739 | |||
| Jensen Alpha | 0.012 | |||
| Total Risk Alpha | 0.0066 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0797 |
Invesco Conservative January 31, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0739 | |||
| Market Risk Adjusted Performance | 0.0897 | |||
| Mean Deviation | 0.2955 | |||
| Semi Deviation | 0.337 | |||
| Downside Deviation | 0.4381 | |||
| Coefficient Of Variation | 876.54 | |||
| Standard Deviation | 0.3835 | |||
| Variance | 0.147 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.012 | |||
| Total Risk Alpha | 0.0066 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0797 | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6173 | |||
| Downside Variance | 0.192 | |||
| Semi Variance | 0.1136 | |||
| Expected Short fall | (0.31) | |||
| Skewness | (0.48) | |||
| Kurtosis | 0.2603 |
Invesco Conservative Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Conservative holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Conservative, which you can use to evaluate the volatility of the entity. Please check out Invesco Conservative's Risk Adjusted Performance of 0.0739, market risk adjusted performance of 0.0897, and Downside Deviation of 0.4381 to validate if the risk estimate we provide is consistent with the expected return of 0.0419%. The fund retains a Market Volatility (i.e., Beta) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Conservative is expected to be smaller as well.
Auto-correlation | 0.45 |
Average predictability
Invesco Servative Allocation has average predictability. Overlapping area represents the amount of predictability between Invesco Conservative time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Conservative price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Invesco Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Mutual Fund
Invesco Conservative financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Conservative security.
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