Page 161 - AugDefComp

Invesco Developing Markets R6 ODVIX 6/30/2021

Fund Incep Date: Benchmark: Category: Net Assets: Manager Name: Manager Start Date: Expense Ratio: Expense Rank:
12/29/2011 MSCI Emerging Markets Diversified Emerging Mkts $53,247.00M Justin M. Leverenz 05/01/2007 0.82% 32

PORTFOLIO COMPOSITION (Holdings-based) INVESTMENT OVERVIEW
Assets The investment seeks capital appreciation. The fund mainly invests in common stocks of issuers in developing and emerging markets throughout the world and
at times it may invest up to 100% of its total assets in foreign securities. Under normal market conditions, it will invest at least 80% of its net assets, plus
Cash 2.82% borrowings for investment purposes, in equity securities of issuers whose principal activities are in a developing market, i.e. are in a developing market or are
US Stocks 0.00% economically tied to a developing market country, and in derivatives and other instruments that have economic characteristics similar to such securities.
US Bonds 0.00%
Non-US Stocks 94.94%
Preferred Stocks 0.01% PERFORMANCE
Convertible Bonds 0.00%
Other 2.23% 3 Year Rolling Performance (Jul 16-Jun 21)
Non-US Bonds 0.00% 20
Sector Breakdown 5th to 25th Percentile
25th to Median
Sensitive 15
Communication Services 13.35% Median to 75th Percentile
75th to 95th Percentile
Industrials 3.58%
10
Technology 14.12%
Invesco Developing Markets R6
Energy 4.05%
5 MSCI Emerging Markets
Cyclical
Basic Materials 5.56%
Consumer Cyclical 24.48% 0
Real Estate 1.80%
Financial Services 20.37% -5
Defensive
Consumer Defensive 6.44% -10
Healthcare 6.25% 4/2016 2/2017 4/2017 2/2018 4/2018 2/2019 4/2019 2/2020 4/2020 2/2021
Utilities 0.00%
3M YTD 1Y 3Y 5Y 7Y 10Y SI
TOP 10 HOLDINGS
Fund 5.66 6.57 37.35 / 73 11.67 / 39 14.01 / 26 6.53 / 40 6.14 / 21 8.59
Taiwan Semiconductor Manufacturing Co Ltd 7.75%
Benchmark 5.12 7.58 41.36 / 52 11.67 / 40 13.43 / 33 6.74 / 38 4.65 / 43
Tencent Holdings Ltd 6.43% Peer Group Median 5.00 8.38 41.68 / 50 11.08 / 50 12.20 / 50 6.04 / 50 4.37 / 50
Housing Development Finance Corp Ltd 4.85%
Number of Funds 289 250 219 181 129
Kering SA 3.87%
NOVATEK PJSC GDR 3.86% CALENDAR 2020 2019 2018 2017 2016 2015 2014 2013 2012
AIA Group Ltd 3.73% Fund 17.66 24.53 -11.79 35.33 7.38 -13.67 -4.39 8.85 21.43
Huazhu Group Ltd ADR 3.51% Benchmark 18.69 18.90 -14.25 37.75 11.60 -14.60 -1.82 -2.27 18.63
Yum China Holdings Inc Ordinary Shares 3.27% Peer Group Median 16.94 19.14 -15.82 34.95 9.24 -14.24 -2.54 -1.42 19.01
Kotak Mahindra Bank Ltd 3.25%
Yandex NV Shs Class-A- 2.91%
RISK & PERFORMANCE STATISTICS NOTES
Total: 43.44%
Peer Group
3 Yr Fund Benchmark
ASSET LOADINGS (Returns-based) Median
Alpha 0.46 0.00 -0.44
FUND EXPOSURES (WEIGHT) (Jul 18-Jun 21) Beta 0.95 1.00 1.00
100
75 R-Squared 95.43 100.00 93.97
Sharpe Ratio 0.62 0.61 0.57
50
25 Up Market Capture 96.69 100.00 98.86
0 Down Market Capture 95.92 100.00 100.87
Current Average
Fund Bmk Fund Bmk 5 Yr Fund Benchmark Peer Group
Cash 0.0 0.0 0.0 0.0 Median
Europe Lg 18.6 0.0 12.5 2.2 Alpha 1.29 0.00 -0.95
Europe Sm 8.8 0.0 9.8 0.8 Beta 0.93 1.00 1.00
AsiaPac Lg 3.8 0.0 1.2 0.4 R-Squared 94.15 100.00 92.61
AsiaPac Sm 0.0 0.0 0.0 0.0 Sharpe Ratio 0.85 0.79 0.70
Emg Europe 7.1 17.2 11.1 20.2 Up Market Capture 95.05 100.00 96.93
Emg Asia 61.8 82.8 65.4 76.4 Down Market Capture 89.68 100.00 100.44

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