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 May 26, 2023

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Selected Time Period Performance

Start Date
Start Level
End Date
End Level

Latest Returns2

as of May 26, 2023
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2638.57 0.27 -1.13 -0.56 0.99

Annualized Returns2

as of May 26, 2023
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER -3.40 -0.32 1.70 3.61

Top 10 Constituents

as of Apr 30, 2023
Constituent Weight (%) Sector
Apple Inc 6.88 Technology
Amazon.com Inc 5.26 Cons Cyclicals
Alphabet Inc 5.17 Technology
Meta Platforms Inc 5.17 Technology
Berkshire Hathaway Inc 3.66 Cons Non-Cyclicals
Exxon Mobil Corp 3.08 Energy
UnitedHealth Group Inc 2.73 Healthcare
Procter & Gamble Co/The 2.67 Cons Non-Cyclicals
Eli Lilly & Co 2.60 Healthcare
Lowe's Cos Inc 1.99 Cons Cyclicals

Characteristics

as of Apr 30, 2023
Number of Constituents: 239
Constituent Market Cap (USD millions)
Max Market Cap 2,684,660
Min Market Cap 524
Mean Market Cap 69,093
Median Market Cap 17,366

Economic Sectors3

as of Apr 30, 2023
Holdings % of total net assets
Technology 33.119586
Cons Cyclicals 15.879741
Healthcare 14.301134
Cons Non-Cyclicals 13.047353
Industrials 7.564321
Financials 5.491083
Energy 4.662032
Real Estate 2.378021
Basic Materials 2.1895
Utilities 1.367227
Totals may not add up to 100% due to rounding.

Asset Allocation

as of

Historical Asset Allocation

as of

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1.
The index was launched on February 18, 2022. 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