Invesco Balanced Multi-Asset Allocation ETF
Ticker
PSMB
ISIN
US46090A200
Price
USD 14.79
Change Today
-
Price 1 year ago
14.61 / 1.232 %
Morningstar
4
52 Week Low
13.69
52 Week High
15.75
200 Day Moving Average 14.73
14.73
50-day Moving Average
14.87
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.00 |
| Sortino Ratio | NaN |
| Maximum Drawdown | 0.0% |
| Maximum Drawdown Date | 2023-11-15 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Return | 0.00 |
| Volatility | 0.0% |
| Alpha | +1.10 |
| Beta | None |
| R Squared | +98.52 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.453% |
| Average Annual Volatility | 12.549% |
| Sharpe Ratio | 0.28 |
| Sortino Ratio | 0.08 |
| Maximum Drawdown | -30.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment seeks to provide current income and capital appreciation. The fund seeks to achieve its investment objective by allocating its assets using a balanced investment style that seeks to maximize the benefits of diversification, which focuses on investing portions of fund assets both in underlying ETFs that invest in fixed-income securities ("Fixed Income ETFs") as well as in underlying ETFs that invest primarily in equity securities ("Equity ETFs"). Specifically, the fund's target allocation is to invest approximately 45%-75% of its total assets in Equity ETFs and approximately 25%-55% of its total assets in Fixed Income ETFs.
Market
US
Category
Allocation--50% to 70% Equity
Expense Ratio
0.32%
Fund family
Invesco
Morningstar
4
Yield
0.0239
Exchange
BTS
| Sector | Weight |
|---|---|
| Technology | 10.05% |
| Financial services | 8.23% |
| Industrials | 6.81% |
| Healthcare | 6.61% |
| Consumer cyclical | 5.78% |
| Utilities | 5.10% |
| Consumer defensive | 4.73% |
| Energy | 3.79% |
| Realestate | 3.75% |
| Communication services | 3.60% |
| Basic materials | 2.49% |
| Country | Ratio |
|---|---|
| United States | 84.64 |
| Japan | 3.49 |
| Taiwan | 1.50 |
| Canada | 1.41 |
| Thailand | 1.27 |
| Singapore | 0.99 |
| United Kingdom | 0.92 |
| Australia | 0.74 |
| Switzerland | 0.66 |
| South Korea | 0.53 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BAB | Invesco Taxable Municipal Bond ETF | 12.32% |
| RPG | Invesco S&P 500® Pure Growth ETF | 8.82% |
| IUS | Invesco RAFI™ Strategic US ETF | 8.6% |
| OMFL | Invesco Russell 1000® Dynamic Mltfct ETF | 7.63% |
| PLW | Invesco 1-30 Laddered Treasury ETF | 6.88% |
| IUSS | Invesco RAFI™ Strategic US Small Com ETF | 5.6% |
| ISDX | Invesco RAFI™ Strategic Dvlpd ex-US ETF | 5.43% |
| XMLV | Invesco S&P MidCap Low Volatility ETF | 5.02% |
| SPLV | Invesco S&P 500® Low Volatility ETF | 4.52% |
| XSLV | Invesco S&P SmallCap Low Volatility ETF | 4.51% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE0030805042.IR | Janus Selection Balanced A USD Acc | IE0030805042 | ISE | 1.11% | 5 | +5.96 | +1.30 |
| IE00B4JS1V06.IR | Janus Henderson Capital Funds plc - Balanced Fund | IE00B4JS1V06 | YHD | 1.97% | 5 | ||
| IE00B6QC9F93.IR | Janus Balanced E EUR Acc Hedged | IE00B6QC9F93 | YHD | 2.46% | 5 | ||
| IE00BF2GLW96.IR | Janus Balanced E EUR Inc Hedged | IE00BF2GLW96 | YHD | 2.47% | 5 | ||
| IE00BF2GLY11.IR | Janus Balanced V USD Inc | IE00BF2GLY11 | YHD | 1.98% | 5 | +7.00 | +1.31 |
| IE00BRJL4444.IR | Davy Balanced Growth Fund | IE00BRJL4444 | YHD | 5 | +0.91 | +0.95 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.