Invesco Dynamic Growth Index

Overview

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The Invesco Dynamic Growth Index (“the Index”) is a multi-asset, target volatility index. The Index provides exposure to equities that dynamically allocate among established factors in an effort to emphasize those characteristics expected to benefit from the current economic environment. The Index also provides exposure to fixed income through 10-year Treasury bond futures. Asset class allocation is dynamically updated daily to seek to provide a consistent volatility profile of 5%.

Methodology

Performance1

as of Nov 19, 2024

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Selected Time Period Performance

Start Date
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Latest Returns2

as of Nov 19, 2024
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco Dynamic Growth Index - ER 2505.54 0.24 0.71 -1.87 -2.67

Annualized Returns2

as of Nov 19, 2024
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco Dynamic Growth Index - ER 0.04 -4.24 -0.56 2.59

Calendar Year Performance

Year 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Invesco Dynamic Growth Index - ER 7.68% 4.23% 1.85% 15.30% 14.30% 7.46% 12.51% 7.01% -1.06% 4.61% 15.85% -0.06% 11.30% 7.22% 2.52% -10.07% 0.20%

Invesco Investment Solutions: Regime Signal History3

Recovery Expansion Slowdown Contraction
  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC
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Historical Asset Allocation

as of

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Asset Allocation

as of
1.
The index was launched on February 18, 2022. 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). The exhibit is showing the Total-Return of the Excess-Return-Design Index. 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 and Equity less a reference rate, the Intraday Index Return Adjustment (see Methodology Index Details on Page 5), and an annual 0.85% Index performance reduction. As of December 31, 2021, the reference rate is the Federal Funds Effective Rate
3.
Recovery: Growth is below trend and accelerating. Expansion: Growth is above trend and accelerating. Slowdown: Growth above trend and decelerating. Contraction: Growth is below trend and decelerating.