PSMM Performance — Invesco Moderately Conservative Multi-Asset Allocation ETF
Data updated: 2023-06-28
PSMM returned +1.06% over one year to Apr 2023. The annualised 3-year return is +6.07%. Against its Moderate Allocation category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $119, against $122 for the category, and to $101 over one year, against $100. Volatility over the past three years was 9.73% a year. In the 12 months to Apr 2023 the fund lost a net $8.0M, and assets reached $17.40M.
PSMM Growth of $100
What $100 invested in Invesco Moderately Conservative Multi-Asset Allocation ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | PSMM | Category average |
|---|---|---|
| 1 year (May 2022 – Apr 2023) | $101 | $100 |
| 3 years (May 2020 – Apr 2023) | $119 | $122 |
| Since data start (Aug 2019 – Apr 2023) | $115 | $118 |
PSMM Trailing Returns
Total returns to Apr 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +1.06% |
| 3 years (annualised) | +6.07% |
PSMM Annual Returns
Calendar-year total returns of Invesco Moderately Conservative Multi-Asset Allocation ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Apr) | +4.56% |
| 2022 | −12.34% |
| 2021 | +10.68% |
| 2020 | +9.18% |
| 2019 (Aug–Dec) | +4.26% |
PSMM 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.3% | −2.3% | +1.5% | +1.0% | — | — | — | — | — | — | — | — |
| 2022 | −3.1% | −1.3% | −0.4% | −4.8% | +1.0% | −4.7% | +4.5% | −2.7% | −6.1% | +2.4% | +5.0% | −2.1% |
| 2021 | +0.5% | +0.5% | +1.5% | +1.9% | +0.9% | +1.2% | +1.1% | +1.1% | −2.0% | +2.3% | −0.8% | +2.1% |
| 2020 | +0.4% | −3.6% | −10.2% | +6.8% | +3.4% | +1.5% | +2.7% | +2.1% | −1.4% | −0.7% | +6.5% | +2.5% |
| 2019 | — | — | — | — | — | — | — | +0.2% | +0.8% | +0.6% | +1.0% | +1.6% |
PSMM Risk
Risk measures from monthly returns over May 2020 – Apr 2023.
- 3-year volatility (annualised): 9.73%
- 3-year Sharpe ratio: 0.16 (vs 4.5% risk-free rate)
- Best month: +6.55% (Nov 2020)
- Worst month: −6.08% (Sep 2022)
PSMM Fund Flows
Monthly money in and out of Invesco Moderately Conservative Multi-Asset Allocation ETF, from SEC Form N-PORT.
- 12-month net flow: −$8.0M
- 12-month gross sales (incl. reinvestments): $13.1M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Apr 2023 | $0 | $1.5M | −$1.5M |
| Mar 2023 | $1.5M | $2.6M | −$1.1M |
| Feb 2023 | $0 | $5.6M | −$5.6M |
| Jan 2023 | $0 | $2.0M | −$2.0M |
| Dec 2022 | $3.0M | $1.1M | $1.9M |
| Nov 2022 | $2.8M | $0 | $2.8M |
| Oct 2022 | $2.5M | $1.4M | $1.1M |
| Sep 2022 | $545K | $0 | $545K |
| Aug 2022 | $2.1M | $141K | $2.0M |
| Jul 2022 | $417K | $0 | $417K |
| Jun 2022 | $142K | $1.1M | −$962K |
| May 2022 | $0 | $5.6M | −$5.6M |
PSMM Assets Under Management
Net assets of Invesco Moderately Conservative Multi-Asset Allocation ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-04-30 | $17.40M |
| 2023-01-31 | $25.79M |
| 2022-10-31 | $21.69M |
| 2022-07-31 | $19.67M |
| 2022-04-30 | $25.80M |
| 2022-01-31 | $24.32M |
| 2021-10-31 | $18.24M |
| 2021-07-31 | $16.04M |
| 2021-04-30 | $7.26M |
| 2021-01-31 | $3.65M |
| 2020-10-31 | $4.03M |
| 2020-07-31 | $6.77M |
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.