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Invesco Balanced-Risk Allocation Fund Class A ABRZX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ABRZX | Replication |
|---|---|---|
| Annualized growth | 4.1% | 5.0% |
| Annualized volatility | 9.8% | 7.9% |
| Sharpe ratio | 0.46 | 0.66 |
| Maximum drawdown | 18.7% | 15.5% |
| Replication fit (R²) | 0.76 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model ABRZX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 34.5% |
| SPTL | FI · Long Gov | 33.2% |
| DBEF | Intl · Dev Hedged | 22.2% |
| WTMF | Alternatives · Mgt Futures | 10.0% |