GMSEX Performance — Invesco Macro Allocation Strategy Fund, Class C
Data updated: 2025-04-01
GMSEX returned −0.20% over one year to Jan 2025. Annualised returns are −1.88% over 3 years and −0.75% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $94, against $144 for the category, and to $100 over one year, against $140. Volatility over the past three years was 3.54% a year. In the 12 months to Jan 2025 the fund took in a net $14.8M, and assets reached $158.13M.
GMSEX Growth of $100
What $100 invested in Invesco Macro Allocation Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | GMSEX | Category average |
|---|---|---|
| 1 year (Feb 2024 – Jan 2025) | $100 | $140 |
| 3 years (Feb 2022 – Jan 2025) | $94 | $144 |
| 5 years (Feb 2020 – Jan 2025) | $96 | $163 |
| Since data start (Aug 2019 – Jan 2025) | $93 | $169 |
GMSEX Trailing Returns
Total returns to Jan 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −0.20% |
| 3 years (annualised) | −1.88% |
| 5 years (annualised) | −0.75% |
GMSEX Annual Returns
Calendar-year total returns of Invesco Macro Allocation Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 (Jan–Jan) | +1.02% |
| 2024 | +0.81% |
| 2023 | +0.48% |
| 2022 | −12.72% |
| 2021 | +1.92% |
| 2020 | +2.53% |
| 2019 (Aug–Dec) | −0.32% |
GMSEX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +1.0% | — | — | — | — | — | — | — | — | — | — | — |
| 2024 | +2.0% | +1.6% | +1.4% | −0.8% | 0.0% | −1.3% | +0.7% | −1.4% | 0.0% | −0.8% | −0.4% | −0.1% |
| 2023 | −0.8% | +0.3% | −0.5% | +0.8% | −1.0% | −0.7% | +0.3% | +0.4% | +1.2% | −1.1% | +1.2% | +0.3% |
| 2022 | −5.5% | −0.6% | 0.0% | −1.6% | +0.4% | −2.1% | +0.4% | −1.4% | −1.7% | 0.0% | −1.2% | 0.0% |
| 2021 | +0.2% | +0.2% | −0.3% | +0.4% | +1.2% | +0.2% | +0.3% | +1.1% | −3.6% | +1.0% | +0.8% | +0.3% |
| 2020 | −3.1% | −2.7% | −3.2% | −0.4% | −0.3% | +0.1% | +3.0% | +2.2% | −1.3% | −1.5% | +6.8% | +3.2% |
| 2019 | — | — | — | — | — | — | — | +1.3% | −1.7% | +0.8% | −0.4% | −0.2% |
GMSEX Risk
Risk measures from monthly returns over Feb 2022 – Jan 2025.
- 3-year volatility (annualised): 3.54%
- 3-year Sharpe ratio: -1.80 (vs 4.5% risk-free rate)
- Best month: +2.05% (Jan 2024)
- Worst month: −2.05% (Jun 2022)
GMSEX Fund Flows
Monthly money in and out of Invesco Macro Allocation Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $14.8M
- 12-month gross sales (incl. reinvestments): $23.3M
- Sales ÷ redemptions: 2.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2025 | $20K | $538K | −$518K |
| Dec 2024 | $13.3M | $139K | $13.2M |
| Nov 2024 | $609K | $53K | $556K |
| Oct 2024 | $24K | $49K | −$25K |
| Sep 2024 | $22K | $85K | −$63K |
| Aug 2024 | $585K | $275K | $310K |
| Jul 2024 | $809K | $296K | $513K |
| Jun 2024 | $806K | $1.1M | −$311K |
| May 2024 | $409K | $747K | −$338K |
| Apr 2024 | $1.1M | $2.5M | −$1.4M |
| Mar 2024 | $5.4M | $2.6M | $2.8M |
| Feb 2024 | $164K | $39K | $126K |
GMSEX Assets Under Management
Net assets of Invesco Macro Allocation Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-01-31 | $158.13M |
| 2024-10-31 | $157.01M |
| 2024-07-31 | $160.06M |
| 2024-04-30 | $160.74M |
| 2024-01-31 | $155.48M |
| 2023-10-31 | $149.47M |
| 2023-07-31 | $151.86M |
| 2023-04-30 | $153.94M |
| 2023-01-31 | $155.19M |
| 2022-10-31 | $156.11M |
| 2022-07-31 | $167.05M |
| 2022-04-30 | $181.32M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.