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Alternative Multi-Stratgy
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|
NAVPS (05-22-2026) |
$10.51 |
|---|---|
| Change |
$0.00
(-0.01%)
|
As at April 30, 2026
As at March 31, 2026
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Inception Return (November 04, 2022): 3.27%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 0.62% | 9.51% | 14.76% | 12.28% | 13.99% | 2.48% | 3.14% | - | - | - | - | - | - | - |
| Benchmark | 3.81% | 7.00% | 13.54% | 7.89% | 40.10% | 28.50% | 21.54% | 16.52% | 15.51% | 18.30% | 14.14% | 13.56% | 12.35% | 12.61% |
| Category Average | 2.85% | 2.01% | 5.47% | 4.13% | 14.95% | 7.86% | 6.98% | 5.01% | 3.94% | 5.44% | 4.28% | - | - | - |
| Category Rank | 109 / 139 | 9 / 136 | 11 / 131 | 11 / 134 | 46 / 115 | 76 / 92 | 60 / 72 | - | - | - | - | - | - | - |
| Quartile Ranking | 4 | 1 | 1 | 1 | 2 | 4 | 4 | - | - | - | - | - | - | - |
| Return % | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 2.64% | -1.55% | -0.82% | 0.24% | 0.14% | -1.26% | 0.40% | 1.81% | 2.53% | 3.84% | 4.82% | 0.62% |
| Benchmark | 5.56% | 2.91% | 1.69% | 4.96% | 5.40% | 0.97% | 3.86% | 1.32% | 0.84% | 7.72% | -4.32% | 3.81% |
4.82% (March 2026)
-10.19% (April 2025)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 4.51% | 5.28% | -8.88% |
| Benchmark | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% | 31.68% |
| Category Average | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% | 5.04% | 9.01% |
| Quartile Ranking | - | - | - | - | - | - | - | 3 | 3 | 4 |
| Category Rank | - | - | - | - | - | - | - | 38/ 71 | 55/ 86 | 104/ 104 |
5.28% (2024)
-8.88% (2025)
| Name | Percent |
|---|---|
| Cash and Equivalents | 96.64 |
| Commodities | 2.75 |
| Foreign Government Bonds | 0.85 |
| Canadian Government Bonds | -0.02 |
| Derivatives | -0.23 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Cash and Cash Equivalent | 96.64 |
| Fixed Income | 0.83 |
| Other | 2.53 |
| Name | Percent |
|---|---|
| North America | 97.00 |
| Europe | 0.34 |
| Asia | -0.01 |
| Other | 2.67 |
| Name | Percent |
|---|---|
| Canadian Treasury Bill | 53.18 |
| Invesco Canadian Dollar Cash Management Fund Ser I | 36.28 |
| CAD CASH COLLATERAL GS | 9.60 |
| Low Su Gasoil G | 1.34 |
| SOYBEAN OIL FUTR | 0.67 |
| Canadian Dollar | 0.64 |
| LME PRI ALUM FUTR | 0.39 |
| EURO-BOBL FUTURE | 0.16 |
| LONG GILT FUTURE | 0.13 |
| NATURAL GAS FUTR Dec26 | 0.12 |
Invesco Managed Futures Fund Series F
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 9.24% | - | - |
|---|---|---|---|
| Beta | 0.37 | - | - |
| Alpha | -0.04 | - | - |
| Rsquared | 0.21% | - | - |
| Sharpe | -0.01 | - | - |
| Sortino | 0.07 | - | - |
| Treynor | 0.00 | - | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.00% | 9.24% | - | - |
| Beta | -0.11 | 0.37 | - | - |
| Alpha | 0.17 | -0.04 | - | - |
| Rsquared | 0.03% | 0.21% | - | - |
| Sharpe | 1.57 | -0.01 | - | - |
| Sortino | 4.02 | 0.07 | - | - |
| Treynor | -0.98 | 0.00 | - | - |
| Tax Efficiency | 100.00% | - | - | - |
| Start Date | November 04, 2022 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Fee Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $4 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| AIM54977 |
Invesco Managed Futures Fund seeks to deliver a positive absolute return over a full market cycle with a low correlation to traditional financial market indices. The Fund invests primarily in long and short positions in a diversified portfolio of futures contracts, forward contracts and other derivatives that provide exposure to equity securities, fixed income securities, commodities and currencies located anywhere in the world.
To achieve these objectives, the portfolio management team utilizes a proprietary quantitative model to identify investment opportunities based on market trends and historical relationships. This approach is designed to identify and take advantage of price trends (both up and down) across more than 50 assets, including equity indices, bonds and bond indices, commodities and commodity indices, and currencies (“Portfolio Assets”).
| Portfolio Manager |
Invesco Canada Ltd.
|
|---|---|
| Sub-Advisor |
Invesco Advisers Inc. |
| Fund Manager |
Invesco Canada Ltd. |
|---|---|
| Custodian |
CIBC Mellon Trust Company |
| Registrar |
- |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 25 |
| PAC Subsequent | 25 |
| SWP Allowed | Yes |
| SWP Min Balance | 5,000 |
| SWP Min Withdrawal | 50 |
| MER | 1.26% |
|---|---|
| Management Fee | 0.85% |
| Load | No Load |
| FE Max | - |
| DSC Max | - |
| Trailer Fee Max (FE) | - |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | 0.00% |
| Trailer Fee Max (LL) | - |
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