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 Dec 6, 2021

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Selected Time Period Performance

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Latest Returns2

as of Dec 6, 2021
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2901.65 0.18 0.11 1.21 4.48

Annualized Returns2

as of Dec 6, 2021
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER 5.03 6.21 6.98 6.19

Top 10 Constituents

as of Nov 30, 2021
Constituent Weight (%) Sector
Apple Inc 6.42 Technology
Alphabet Inc 5.76 Technology
Amazon.com Inc 5.10 Cons Cyclicals
Meta Platforms Inc 4.65 Technology
Home Depot Inc/The 3.75 Cons Cyclicals
Gilead Sciences Inc 2.65 Healthcare
Eli Lilly & Co 2.25 Healthcare
QUALCOMM Inc 2.02 Technology
Lowe's Cos Inc 1.97 Cons Cyclicals
Intel Corp 1.93 Technology

Characteristics

as of Nov 30, 2021
Number of Constituents: 258
Constituent Market Cap (USD millions)
Max Market Cap 2,711,978
Min Market Cap 2,580
Mean Market Cap 63,474
Median Market Cap 17,013

Economic Sectors3

as of Nov 30, 2021
Holdings % of total net assets
Technology 35.51558
Cons Cyclicals 18.409016
Healthcare 14.724312
Industrials 7.711815
Financials 6.019311
Cons Non-Cyclicals 5.382662
Real Estate 4.733361
Energy 2.868371
Utilities 2.57069
Basic Materials 2.064882
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