Invesco Balanced Risk Allocation Fund Manager Performance Evaluation
| ABRIX Fund | USD 9.33 0.03 0.32% |
The fund retains a Market Volatility (i.e., Beta) of 0.3, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Balanced-risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Balanced-risk is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Balanced Risk Allocation are ranked lower than 2 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong forward indicators, Invesco Balanced-risk is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more| Expense Ratio | 1.0800 |
Invesco |
Invesco Balanced-risk Relative Risk vs. Return Landscape
If you would invest 925.00 in Invesco Balanced Risk Allocation on September 1, 2024 and sell it today you would earn a total of 8.00 from holding Invesco Balanced Risk Allocation or generate 0.86% return on investment over 90 days. Invesco Balanced Risk Allocation is currently producing 0.0152% returns and takes up 0.5622% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Invesco, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Invesco Balanced-risk Current Valuation
Fairly Valued
Today
Please note that Invesco Balanced-risk's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Invesco Balanced Risk retains a regular Real Value of $9.35 per share. The prevalent price of the fund is $9.33. We determine the value of Invesco Balanced Risk from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will come together.
Since Invesco Balanced-risk is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Invesco Mutual Fund. However, Invesco Balanced-risk's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 9.33 | Real 9.35 | Hype 9.33 | Naive 9.33 |
The intrinsic value of Invesco Balanced-risk's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Invesco Balanced-risk's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Invesco Balanced Risk Allocation helps investors to forecast how Invesco mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Invesco Balanced-risk more accurately as focusing exclusively on Invesco Balanced-risk's fundamentals will not take into account other important factors: Invesco Balanced-risk Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Balanced-risk's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Invesco Balanced Risk Allocation, and traders can use it to determine the average amount a Invesco Balanced-risk's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0271
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ABRIX |
Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Invesco Balanced-risk is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Balanced-risk by adding it to a well-diversified portfolio.
Invesco Balanced-risk Fundamentals Growth
Invesco Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Invesco Balanced-risk, and Invesco Balanced-risk fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Invesco Mutual Fund performance.
| Price To Earning | 19.08 X | ||||
| Price To Book | 2.67 X | ||||
| Price To Sales | 1.87 X | ||||
| Total Asset | 2.43 B | ||||
About Invesco Balanced-risk Performance
Evaluating Invesco Balanced-risk's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Invesco Balanced-risk has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Balanced-risk has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The funds 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 , including but not limited to futures, options, currency forward contracts and swap agreements.Things to note about Invesco Balanced Risk performance evaluation
Checking the ongoing alerts about Invesco Balanced-risk for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Invesco Balanced Risk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund generated three year return of -1.0% | |
| Invesco Balanced Risk holds about 75.77% of its assets under management (AUM) in fixed income securities |
- Analyzing Invesco Balanced-risk's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Invesco Balanced-risk's stock is overvalued or undervalued compared to its peers.
- Examining Invesco Balanced-risk's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Invesco Balanced-risk's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Invesco Balanced-risk's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Invesco Balanced-risk's mutual fund. These opinions can provide insight into Invesco Balanced-risk's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Invesco Mutual Fund
Invesco Balanced-risk 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 Balanced-risk security.
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