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 Dec 19, 2024

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Selected Time Period Performance

Start Date
Start Level
End Date
End Level

Latest Returns2

as of Dec 19, 2024
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Peak Index - ER 2775.19 -0.15 -3.24 -2.92 2.62

Annualized Returns

as of Dec 19, 2024
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Peak Index - ER 2.72 -1.77 1.08 3.21

Top 10 Constituents

as of Oct 31, 2024
Constituent Weight (%) Sector
NVIDIA Corp 6.59 Technology
Apple Inc 6.53 Technology
Meta Platforms Inc 5.52 Technology
Alphabet Inc 4.46 Technology
Merck & Co Inc 3.06 Healthcare
Johnson & Johnson 2.54 Healthcare
Home Depot Inc/The 2.35 Cons Cyclicals
AbbVie Inc 2.22 Healthcare
Booking Holdings Inc 1.93 Cons Cyclicals
Adobe Inc 1.81 Technology

Characteristics

as of Oct 31, 2024
Number of Constituents: 235
Constituent Market Cap (USD millions)
Max Market Cap 3355858.75
Min Market Cap 2086.76
Mean Market Cap 85332.64
Median Market Cap 20343.71

Economic Sectors3

as of Oct 31, 2024
Holdings % of total net assets
Technology 36.111431
Healthcare 15.537455
Financials 11.863172
Cons Cyclicals 10.674895
Industrials 8.905197
Cons Non-Cyclicals 4.766464
Energy 4.078739
Real Estate 3.623149
Utilities 3.003449
Basic Materials 1.436047
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 SOFR.
3.
Sectors based on Thomson Reuters Business Classification (TRBC) sectors