Invesco US Large Cap Index

Transcription

1 Invesco US Large Cap Index Invesco Indexing Description The Invesco US Large Cap Index is a broad-based benchmark measuring the aggregate performance of US large-cap equities. Index Attributes The Invesco US Large Cap Index includes all constituents of the Invesco Indexing Investable universe designated as US large-cap securities. The index employs a float-adjusted market-capitalization-weighted process. Methodology Construction Universe: Large-cap US securities Security types: Publicly listed equity securities or securities that exhibit equity-like characteristics. Limited partnerships, mutual funds, exchange-traded funds, warrants, rights, and investment trusts (other than REITs) are excluded. Market capitalization: US securities that fall within the top 75% of cumulative market capitalization within the developed markets of the Invesco Indexing Investable universe. Free float: At least 15% of shares outstanding (20% of shares outstanding for new securities) must be available for trading. Trade history: Only securities with minimum trading of one month will be included. Existing securities: 35 of the previous 50 trading days, 180 of the previous 250 days. New securities: 40 of the previous 50 days, 200 of the previous 250 days. Rebalancing: March, June, September, December Reconstitution: June Quick Facts Weighting Method Market Capitalization Rebalancing Frequency Quarterly Calculation Frequency Intraday Calculation Currencies USD Launch Date 10/20/2017 Base Date Base Value 1000 For more information, including the detailed methodology, please visit: invescoindexing.com

2 Historical Performance 4000 Invesco US Large Cap Index TR /02 12/03 12/04 12/05 12/06 12/07 12/08 12/09 12/10 12/11 12/12 12/13 12/14 12/15 12/16 10/17 Calendar Year Performance (%) Total Return (TR) Index Performance (%) Returns 1 Mo 3 Mo YTD Total Return (TR) Annualized Returns 1 Yr 3 Yrs 5 Yrs 10 Yrs Risk Characteristics (%) 3 Yrs 5 Yrs 10 Yrs Standard Deviation Risk-Adjusted Returns 3 Yrs 5 Yrs 10 Yrs Sharpe Ratio The index was launched on 10/20/17. All data prior to its launch date is back-tested (i.e. calculations of how the index might have performed over that time period had the index existed). Back-tested performance is subject to inherent limitations because it reflects retroactive application of an Index methodology and selection of index constituents with the benefit of hindsight. Past performance, actual or back-tested, is no guarantee of future performance. The total return index assumes dividends are reinvested in the index after the close on the ex-date.

3 Size Characteristics Number of holdings 380 Market Cap ($ Millions) Largest 873,000 Smallest 7,157 Average 58,000 Median 27,210 Fundamental Characteristics Trailing Price-to-Earnings Forward Price-to-Earnings Div Yield (%) Price-to-Sales Price-to-Cash Flow Top 10 Constituents By Index Weight Constituent Region Sector Weight (%) Apple Developed Americas Technology 4.25 Microsoft Developed Americas Technology 3.05 Alphabet 'A' Developed Americas Technology 2.98 Amazon Developed Americas Consumer Cyclicals 2.23 Facebook 'A' Developed Americas Technology 2.04 Johnson & Johnson Developed Americas Healthcare 1.82 Exxon Mobil Developed Americas Energy 1.72 JPMorgan Chase Developed Americas Financials 1.71 Wells Fargo Developed Americas Financials 1.36 Bank of America Developed Americas Financials 1.31 Sectors are based on Thomson Reuters Business Classification (TRBC) sectors

4 Sector Breakdown (%) Basic Materials 2.7 Consumer Cyclicals 12.5 Consumer Non-Cyclicals 8.9 Energy 6.2 Financials 16.7 Healthcare 13.2 Industrials 9.6 Technology 24.9 Telecomm 2.1 Utilities 3.1 Based on Thomson Reuters Business Classification (TRBC) sectors. Totals may not add up to 100% due to rounding. Region Breakdown Region Number of Constituents Index Weight (%) Developed Americas Tickers Ticker Value Total Return IIUSLCT Price Return IIUSLCP Net Total Return IIUSLCN

5 Contact Us invescoindexing.com The index was launched on 10/20/17. All data prior to its launch date is back-tested (i.e. calculations of how the index might have performed over that time period had the index existed). Back-tested performance is subject to inherent limitations because it reflects retroactive application of an Index methodology and selection of index constituents with the benefit of hindsight. Past performance, actual or back-tested, is no guarantee of future performance. The information provided is for informational purposes only and should not be construed as an offer to buy or sell any financial instruments, or a recommendation for any security or fund interest. Invesco Indexing LLC is not an investment adviser or fiduciary and makes no representation regarding the advisability of investing in any security or strategy. There can be no assurance that an investment strategy based on the Invesco Indexes will be successful. Index returns assume reinvestment of dividends but do not reflect transaction costs, fees or expenses associated with any related fund or other investment product, which would reduce the performance. Indexes are unmanaged and it is not possible to invest directly in an index. Exposure to an asset class or trading strategy represented by an index is only available through investable instruments (if any) based on that index. Invesco Indexing LLC does not issue, sponsor, endorse, market, offer, review or otherwise express any opinion regarding any fund, derivative or other security, financial product or trading strategy that is based on, linked to or seeks to track the performance of any Invesco Indexing LLC index. The information contained herein is the property of Invesco Indexing LLC and may not be reproduced or redisseminated in whole or in part without prior written permission. The Information may not be used to verify or correct other data, to create indexes, risk models, or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment vehicles. Invesco Indexing LLC 2017 All Rights Reserved IIUSLC-PC-1