Invesco Conservative Multi-Asset Allocation ETF
Ticker
PSMC
ISIN
US46090A507
Price
USD 12.06
Change Today
-
Price 1 year ago
12.12 / -0.495 %
Morningstar
4
52 Week Low
11.45
52 Week High
12.74
200 Day Moving Average 12.05
12.05
50-day Moving Average
12.16
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 | 2023-11-27 |
| Calmar Ratio | None |
1 year
| Parameter | Value |
|---|---|
| Return | 0.00 |
| Volatility | 0.0% |
| Alpha | -2.69 |
| Beta | None |
| R Squared | +96.55 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -0.249% |
| Average Annual Volatility | 7.94% |
| Sharpe Ratio | -0.03 |
| Sortino Ratio | -0.32 |
| Maximum Drawdown | -21.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | 0.01 |
Company information
Summary
The investment seeks total return consistent with a lower level of risk relative to the broad stock market. The fund seeks to achieve its investment objective by allocating its assets using a conservative investment style that seeks to maximize the benefits of diversification, which focuses on investing a greater portion of fund assets in Fixed Income ETFs, but also provides some exposure to underlying ETFs that invest primarily in Equity ETFs. Specifically, the fund's target allocation is to invest approximately 5%-35% of its total assets in Equity ETFs and approximately 65%-95% of its total assets in Fixed Income ETFs.
Market
US
Category
Allocation--15% to 30% Equity
Expense Ratio
0.37%
Fund family
Invesco
Morningstar
4
Yield
0.0271
Exchange
BTS
| Sector | Weight |
|---|---|
| Utilities | 4.35% |
| Technology | 3.32% |
| Financial services | 2.47% |
| Healthcare | 2.35% |
| Industrials | 2.34% |
| Consumer cyclical | 1.97% |
| Consumer defensive | 1.75% |
| Energy | 1.31% |
| Communication services | 1.13% |
| Realestate | 1.07% |
| Basic materials | 0.79% |
| Country | Ratio |
|---|---|
| United States | 86.76 |
| Japan | 4.85 |
| Canada | 1.95 |
| Singapore | 1.34 |
| United Kingdom | 1.10 |
| Australia | 1.02 |
| Switzerland | 0.87 |
| Hong Kong | 0.46 |
| Germany | 0.26 |
| France | 0.20 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BAB | Invesco Taxable Municipal Bond ETF | 17.88% |
| VRIG | Invesco Variable Rate Investment Grd ETF | 15.43% |
| PHB | Invesco Fundamental Hi Yld® Corp Bd ETF | 12.01% |
| PLW | Invesco 1-30 Laddered Treasury ETF | 8.91% |
| BKLN | Invesco Senior Loan ETF | 7.95% |
| PBTP | Invesco PureBeta 0-5 Yr US TIPS ETF | 5.98% |
| IUS | Invesco RAFI™ Strategic US ETF | 4.59% |
| IIGD | Invesco Investment Grade Defensive ETF | 3.99% |
| PGX | Invesco Preferred ETF | 3.99% |
| RPG | Invesco S&P 500® Pure Growth ETF | 3.66% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0001B4ZJ.F | Amundi Equity Euro Conservative Z C | FRA | 4 | ||||
| 0P0001BCN2.F | Amundi Equity Euro Conservative Z D | FRA | 4 | ||||
| DTM.AS | VanEck Multi-Asset Conservative Allocation UCITS ETF | NL0009272764 | AMS | 0.28% | 5 | +2.79 | |
| IE00B616BM72.IR | SEI GAF Conservative GBP Wlth A Inc | IE00B616BM72 | YHD | 0.80% | 4 | ||
| IE00BQQPSD96.IR | Legg Mason QS Investors Multi Asset Euro Conservative Fund | IE00BQQPSD96 | YHD | 4 | +3.86 | +1.09 | |
| PSMC | Invesco Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.37% | 4 | -2.69 | |
| PSMM | Invesco Moderately Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.35% | 4 | -1.06 |
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.