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 Sep 23, 2022

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Selected Time Period Performance

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Latest Returns2

as of Sep 23, 2022
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2604.41 -0.31 -2.41 -2.43 -11.64

Annualized Returns2

as of Sep 23, 2022
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER -10.76 0.41 2.95 4.14

Top 10 Constituents

as of Aug 31, 2022
Constituent Weight (%) Sector
Apple Inc 6.88 Technology
Amazon.com Inc 5.85 Cons Cyclicals
Microsoft Corp 5.22 Technology
Alphabet Inc 4.93 Technology
Meta Platforms Inc 3.81 Technology
Procter & Gamble Co/The 2.73 Cons Non-Cyclicals
Eli Lilly & Co 2.66 Healthcare
Home Depot Inc/The 2.48 Cons Cyclicals
Philip Morris International Inc 2.28 Cons Non-Cyclicals
Amgen Inc 1.78 Healthcare

Characteristics

as of Aug 31, 2022
Number of Constituents: 243
Constituent Market Cap (USD millions)
Max Market Cap 2,526,651
Min Market Cap 2,487
Mean Market Cap 63,260
Median Market Cap 14,740

Economic Sectors3

as of Aug 31, 2022
Holdings % of total net assets
Technology 33.246109
Cons Cyclicals 15.825841
Cons Non-Cyclicals 12.74152
Healthcare 12.437033
Industrials 8.178235
Financials 7.238978
Real Estate 3.540552
Basic Materials 2.413614
Energy 2.307895
Utilities 2.070221
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 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