See what your fund actually adds
Invesco Balanced-Risk Commodity Strategy Fund Class A BRCAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BRCAX | Replication |
|---|---|---|
| Annualized growth | 21.8% | 21.5% |
| Annualized volatility | 13.8% | 13.4% |
| Sharpe ratio | 1.50 | 1.53 |
| Maximum drawdown | 13.9% | 11.5% |
| Replication fit (R²) | 0.87 · Tracking error 5.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model BRCAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 81.9% |
| XLE | Sector · Energy | 7.5% |
| VUG | Style · Growth | 6.5% |
| IAU | Alternatives · Gold | 4.1% |