Invesco Peak Index

Overview

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The Invesco Peak Index ("the Index") is a multi-asset, target volatility index. The Index provides exposure to equities with a focus on high-quality companies and to fixed income through US 2- and 10-year Treasury bonds. Asset class allocation is dynamically updated daily to seek to provide a consistent volatility profile of 5%.

Performance1

as of Jul 22, 2021

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Selected Time Period Performance

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Latest Returns2

as of Jul 22, 2021
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2916.27 0.14 1.09 1.09 5.01

Annualized Returns2

as of Jul 22, 2021
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER 7.50 5.94 6.81 6.36

Top 10 Constituents

as of Jun 30, 2021
Constituent Weight (%) Sector
Apple Inc 5.48 Technology
Amazon.com Inc 5.16 Cons Cyclicals
Facebook Inc 5.13 Technology
Alphabet Inc 5.11 Technology
Home Depot Inc/The 3.08 Cons Cyclicals
Gilead Sciences Inc 2.73 Healthcare
Intel Corp 2.27 Technology
Eli Lilly & Co 2.15 Healthcare
Merck & Co Inc 1.78 Healthcare
QUALCOMM Inc 1.65 Technology

Characteristics

as of Jun 30, 2021
Number of Constituents: 259
Constituent Market Cap (USD millions)
Max Market Cap 2,285,533
Min Market Cap 2,940
Mean Market Cap 60,100
Median Market Cap 17,925

Economic Sectors3

as of Jun 30, 2021
Holdings % of total net assets
Technology 34.754974
Cons Cyclicals 17.480855
Healthcare 15.814539
Industrials 7.42404
Financials 6.143923
Cons Non-Cyclicals 5.904139
Real Estate 4.950632
Energy 2.759965
Utilities 2.719087
Basic Materials 2.047846
Totals may not add up to 100% due to rounding.

Asset Allocation

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Historical Asset Allocation

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1.
The index was launched on April 2, 2020. All data prior to its launch date is back-tested (i.e. calculations of how the index might have performed over that time period had the index existed). Back-tested performance is subject to inherent limitations because it reflects retroactive application of an Index methodology and selection of index constituents with the benefit of hindsight. Past performance, actual or back-tested, is no guarantee of future performance.
2.
The excess return reflects the contribution from Fixed Income, Equity less a reference rate, and an annual 0.50% Index performance reduction. As of September 30, 2020, the reference rate is 3-month USD LIBOR.
3.
Sectors based on Thomson Reuters Business Classification (TRBC) sectors