Invesco Growth Multi-Asset Allocation ETF
Ticker
PSMG
ISIN
NL000927278
Price
USD 16.62
Change Today
-
Price 1 year ago
16.23 / 2.397 %
Morningstar
4
52 Week Low
15.11
52 Week High
17.59
200 Day Moving Average 16.48
16.48
50-day Moving Average
16.66
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 | +3.62 |
| Beta | None |
| R Squared | +96.91 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.63% |
| Average Annual Volatility | 14.952% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.23 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.19 |
Company information
Summary
The investment seeks to provide long-term capital appreciation. The fund seeks to achieve its investment objective by allocating its assets using a growth investment style that seeks to maximize the benefits of diversification, which focuses on investing a greater portion of fund's assets in Equity ETFs, but also provides some exposure to Fixed Income ETFs. Specifically, the fund's target allocation is to invest approximately 65%-95% of its total assets in Equity ETFs and approximately 5%-35% of its total assets in Fixed Income ETFs.
Market
US
Category
Allocation--70% to 85% Equity
Expense Ratio
0.31%
Fund family
Invesco
Morningstar
4
Yield
0.0217
Exchange
BTS
| Sector | Weight |
|---|---|
| Technology | 12.50% |
| Financial services | 10.95% |
| Industrials | 9.17% |
| Healthcare | 8.65% |
| Consumer cyclical | 7.46% |
| Consumer defensive | 6.87% |
| Utilities | 5.19% |
| Realestate | 5.16% |
| Energy | 4.85% |
| Communication services | 4.68% |
| Basic materials | 3.32% |
| Country | Ratio |
|---|---|
| United States | 84.23 |
| Japan | 3.51 |
| Taiwan | 1.58 |
| Canada | 1.42 |
| Thailand | 1.34 |
| Singapore | 0.99 |
| United Kingdom | 0.96 |
| Australia | 0.74 |
| Switzerland | 0.70 |
| South Korea | 0.56 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| RPG | Invesco S&P 500® Pure Growth ETF | 11.88% |
| IUS | Invesco RAFI™ Strategic US ETF | 11.09% |
| OMFL | Invesco Russell 1000® Dynamic Mltfct ETF | 9.62% |
| ISDX | Invesco RAFI™ Strategic Dvlpd ex-US ETF | 7.37% |
| IUSS | Invesco RAFI™ Strategic US Small Com ETF | 7.1% |
| IDLV | Invesco S&P Intl Dev Low Vol ETF | 6.91% |
| SPLV | Invesco S&P 500® Low Volatility ETF | 6.0% |
| XMLV | Invesco S&P MidCap Low Volatility ETF | 6.0% |
| XSLV | Invesco S&P SmallCap Low Volatility ETF | 6.0% |
| PLW | Invesco 1-30 Laddered Treasury ETF | 5.87% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRO | iShares Core Dividend Growth ETF | US46434V6213 | PCX | 0.08% | 5 | +4.01 | |
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | US97717X594 | PCX | 0.58% | 5 | +5.19 | |
| IWF | iShares Russell 1000 Growth ETF | US4642876142 | PCX | 0.18% | 5 | -7.24 | |
| IWY | iShares Russell Top 200 Growth ETF | US4642894384 | PCX | 0.20% | 5 | -9.01 | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| QGRO | American Century U.S. Quality Growth ETF | US025072208 | PCX | 0.29% | 5 | +0.97 | -- |
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 |
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.