Invesco Peak Index

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 Apr 11, 2024

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Selected Time Period Performance

Start Date
Start Level
End Date
End Level

Latest Returns2

as of Apr 11, 2024
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2741.02 0.25 -1.18 -1.18 1.36

Annualized Returns2

as of Apr 11, 2024
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER 3.02 -1.05 1.80 3.77

Top 10 Constituents

as of Mar 31, 2024
Constituent Weight (%) Sector
NVIDIA Corp 7.64 Technology
Meta Platforms Inc 6.04 Technology
Apple Inc 5.32 Technology
Amazon.com Inc 5.18 Cons Cyclicals
Alphabet Inc 4.65 Technology
Eli Lilly & Co 3.25 Healthcare
Merck & Co Inc 2.96 Healthcare
Johnson & Johnson 2.85 Healthcare
Exxon Mobil Corp 2.58 Energy
Procter & Gamble Co/The 2.26 Cons Non-Cyclicals

Characteristics

as of Mar 31, 2024
Number of Constituents: 228
Constituent Market Cap (USD millions)
Max Market Cap 2,647,977
Min Market Cap 2,377
Mean Market Cap 91,430
Median Market Cap 19,582

Economic Sectors3

as of Mar 31, 2024
Holdings % of total net assets
Technology 34.296137
Healthcare 16.731975
Cons Cyclicals 14.717631
Cons Non-Cyclicals 7.867777
Energy 7.604406
Financials 6.590523
Industrials 5.738137
Real Estate 3.348864
Utilities 1.800608
Basic Materials 1.303941
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 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