Invesco Income Allocation Fund Market Value
| IIASX Fund | USD 11.52 0.04 0.35% |
| Symbol | Invesco |
Invesco Income '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 Income'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 Income.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Invesco Income on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Income Allocation or generate 0.0% return on investment in Invesco Income over 90 days. Invesco Income is related to or competes with Payden Emerging, Rbc Emerging, Doubleline Emerging, Transamerica Emerging, Ab Conservative, T Rowe, and Angel Oak. The fund is a fund of funds, and may invest its assets in underlying open-end and closed-end funds advised by Invesco Ad... More
Invesco Income 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 Income'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 Income Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3542 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 1.35 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.544 |
Invesco Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Income's standard deviation. In reality, there are many statistical measures that can use Invesco Income historical prices to predict the future Invesco Income's volatility.| Risk Adjusted Performance | 0.1443 | |||
| Jensen Alpha | 0.0319 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1607 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Invesco Income's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Invesco Income February 15, 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 | 0.1443 | |||
| Market Risk Adjusted Performance | 0.1707 | |||
| Mean Deviation | 0.2354 | |||
| Semi Deviation | 0.1288 | |||
| Downside Deviation | 0.3542 | |||
| Coefficient Of Variation | 502.27 | |||
| Standard Deviation | 0.3056 | |||
| Variance | 0.0934 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0319 | |||
| Total Risk Alpha | 0.0281 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1607 | |||
| Maximum Drawdown | 1.35 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.544 | |||
| Downside Variance | 0.1255 | |||
| Semi Variance | 0.0166 | |||
| Expected Short fall | (0.28) | |||
| Skewness | (0.18) | |||
| Kurtosis | 0.3682 |
Invesco Income Allocation Backtested Returns
At this stage we consider Invesco Mutual Fund to be very steady. Invesco Income Allocation holds Efficiency (Sharpe) Ratio of 0.27, which attests that the entity had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Income Allocation, which you can use to evaluate the volatility of the entity. Please check out Invesco Income's Downside Deviation of 0.3542, market risk adjusted performance of 0.1707, and Risk Adjusted Performance of 0.1443 to validate if the risk estimate we provide is consistent with the expected return of 0.0793%. The fund retains a Market Volatility (i.e., Beta) of 0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Invesco Income's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Income is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Invesco Income Allocation has very good predictability. Overlapping area represents the amount of predictability between Invesco Income time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Income Allocation price movement. The serial correlation of 0.81 indicates that around 81.0% of current Invesco Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.85 | |
| 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 Income 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 Income security.
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