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 Jun 16, 2021

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Selected Time Period Performance

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Latest Returns2

as of Jun 16, 2021
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2864.98 -0.42 0.50 2.41 3.16

Annualized Returns2

as of Jun 16, 2021
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER 7.09 5.46 6.62 6.50

Top 10 Constituents

as of May 31, 2021
Constituent Weight (%) Sector
Alphabet Inc 5.60 Technology
Apple Inc 5.19 Technology
Facebook Inc 5.03 Technology
Amazon.com Inc 4.29 Cons Cyclicals
Home Depot Inc/The 3.51 Cons Cyclicals
Intel Corp 2.27 Technology
Eli Lilly & Co 2.03 Healthcare
Exxon Mobil Corp 2.01 Energy
Lowe's Cos Inc 1.78 Cons Cyclicals
Gilead Sciences Inc 1.71 Healthcare

Characteristics

as of May 31, 2021
Number of Constituents: 234
Constituent Market Cap (USD millions)
Max Market Cap 2,079,441
Min Market Cap 1,057
Mean Market Cap 62,776
Median Market Cap 18,422

Economic Sectors3

as of May 31, 2021
Holdings % of total net assets
Technology 36.211188
Cons Cyclicals 16.422864
Healthcare 14.159904
Financials 9.338819
Industrials 8.922202
Cons Non-Cyclicals 5.719417
Energy 5.652612
Utilities 1.834584
Basic Materials 1.738409
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