| Fund Management |
Fund Trustee & Investment Manager
The trustee and investment manager for the Fund is Invesco National Trust Company, a limited purpose national trust bank.
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Fund Sub-Advisor
Invesco Advisers, Inc.
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Portfolio Management
Team Managed - Invesco Global Asset Allocation; Scott E. Wolle, CFA (Lead)
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- Investment Objective
- The investment objective of the Fund is to outperform the Index over a rolling three- to five-year investment horizon. The Fund will strive to achieve this objective with an active GTAA overlay strategy with tracking error generally between 8 – 16% and a 0.75 target information ratio. Tracking error is defined as the annualized standard deviation of excess return from the strategy.
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- Investor Profile
- Invesco GTAA Alpha Overlay Trust may be appropriate for investors looking for either an aggressive, global macro hedge fund style investment or to replicate a global tactical asset allocation (GTAA) overlay strategy. Replication of an overlay or portable alpha strategy is typically achieved by making a small investment in the GTAA strategy and targeting the specific alpha/risk target relative to a much larger notional portfolio. The Fund will often be used to add a diversified alpha source to a traditional portfolio.
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| Key Facts |
| Category | Absolute Return |
| Type of Management | Actively Managed |
| Fund Inception Date | 12/04/2006 |
| Performance Start Date | 12/31/2006 |
| CUSIP | 46X153XX6 |
| Tax ID (EIN)/Plan # | 74-3193882/001 |
| Share Class | Class C |
| Total Net Assets ($mil) | $201.44 |
| Share Price (NAV) | $6.63 |
| Annual Portfolio Turnover* | 0.00% |
*As of 12/31/2009
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| Fund Style |
Portable Alpha
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Risk Allocation
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Risk |
Contribution |
| Commodities |
2.84% |
24.13% |
| Currencies |
3.12% |
26.51% |
| Developed Equities |
2.22% |
18.86% |
| Emerging Equities |
0.96% |
8.16% |
| Fixed Income |
2.63% |
22.34% |
| Total Risk |
11.77% |
100.00% |
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