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QGRNX

Global Allocation Fund

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Overview

The strategy seeks to achieve attractive total returns without taking undue risk by dynamically allocating across a variety of asset classes with a short-to-medium term horizon.

Inception Date
March 1, 2001
Investment Style
Global Allocation
Fund Index
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
CUSIP
68380E825
NAV
  • C
(as of 04/18/2019)
$17.30
Total Assets
(as of 03/31/2019)
$1.41 BN
Gross Expense Ratio
(as of 03/31/2019)
1.60%
Net Expense Ratio
(as of 03/31/2019)
1.54%
Performance
Average Annual Total Returns
Cumulative Returns
Calendar Year Returns
Capital Gains Distributions
as of 03/31/2019
  • D
as of 03/31/2019
  • D

Include Sales Charge
Include Sales Charge
Include Sales Charge
Include Sales Charge
  • D
Cumulative
Annualized
ytd as of 2019-03-31
  • E
1 yr 3 yr 5 yr 10 yr since inception
Global Allocation Fund (NAV)
7.66% -2.14% 4.81% 2.95% 8.41% 3.08%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
8.45% 3.72% 7.61% 4.79% 9.08% -
Cumulative
Annualized
ytd as of 2019-03-31
  • E
1 yr 3 yr 5 yr 10 yr since inception
Global Allocation Fund (with sales charge)
7.66% -2.14% 4.81% 2.95% 8.41% 3.08%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
8.45% 3.72% 7.61% 4.79% 9.08% -
Cumulative
Annualized
ytd as of 2019-03-31
  • E
1 yr 3 yr 5 yr 10 yr since inception
Global Allocation Fund (NAV)
7.66% -2.14% 4.81% 2.95% 8.41% 3.08%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
8.45% 3.72% 7.61% 4.79% 9.08% -
Cumulative
Annualized
ytd as of 2019-03-31
  • E
1 yr 3 yr 5 yr 10 yr since inception
Global Allocation Fund (with sales charge)
7.66% -2.14% 4.81% 2.95% 8.41% 3.08%
60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
8.45% 3.72% 7.61% 4.79% 9.08% -
Gross Expense Ratio: 1.60% | Net Expense Ratio: 1.54%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investments in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the originals cost.  Current performance and expense ratios may be lower or higher than the data quoted.  Fund returns include changes in share price and reinvested distributions.  Class R shares are not subject to a sales charge.  Returns do not consider capital gains or income taxes on an individual's investment.
 


Year Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg
2002 -20.05% -
2003 30.18% -
2004 9.90% 13.04%
2005 2.47% 5.45%
2006 10.27% 15.01%
2007 -4.13% 10.43%
2008 -31.78% -24.35%
2009 32.42% 24.21%
2010 13.11% 10.98%
2011 -7.96% -0.82%
2012 9.90% 11.86%
2013 17.49% 12.87%
2014 -0.16% 3.36%
2015 0.10% -1.70%
2016 4.52% 6.52%
2017 14.52% 15.19%
2018 -9.94% -4.91%

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investments in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the originals cost.  Current performance and expense ratios may be lower or higher than the data quoted.  Fund returns include changes in share price and reinvested distributions.  Class R shares are not subject to a sales charge.  Returns do not consider capital gains or income taxes on an individual's investment.
 


Date Global Allocation Fund 60% MSCI ACWI/40% Bloomberg Barclays Global Aggregate Bond Index Hedged USD BBG Barclays Agg S&P 500
3/31/2009 0.00 0.00 0.00 0.00
4/30/2009 9.46 7.44 0.48 9.57
5/31/2009 19.98 14.95 1.21 15.70
6/30/2009 18.87 14.93 1.78 15.93
7/31/2009 29.62 21.93 3.42 24.70
8/31/2009 34.57 25.45 4.50 29.20
9/30/2009 38.53 29.92 5.59 34.02
10/31/2009 35.69 28.90 6.11 31.53
11/30/2009 41.80 33.51 7.49 39.42
12/31/2009 43.87 33.51 5.81 42.11
1/31/2010 41.97 30.43 7.42 37.00
2/28/2010 43.87 31.82 7.83 41.25
3/31/2010 50.89 36.55 7.69 49.77
4/30/2010 53.85 37.09 8.81 52.13
5/31/2010 44.87 28.86 9.73 39.99
6/30/2010 39.39 27.05 11.45 32.66
7/31/2010 46.27 34.74 12.64 41.95
8/31/2010 41.08 32.57 14.09 35.54
9/30/2010 52.42 41.22 14.21 47.64
10/31/2010 57.51 44.97 14.62 53.26
11/30/2010 54.65 41.50 13.96 53.28
12/31/2010 62.73 48.18 12.73 63.52
1/31/2011 62.51 49.83 12.86 67.40
2/28/2011 66.89 52.92 13.14 73.13
3/31/2011 67.10 53.25 13.21 73.20
4/30/2011 72.76 58.62 14.64 78.33
5/31/2011 70.51 56.85 16.14 76.31
6/30/2011 68.32 55.41 15.80 73.37
7/31/2011 67.57 55.00 17.64 69.85
8/31/2011 61.13 49.32 19.36 60.62
9/30/2011 46.77 39.99 20.22 49.33
10/31/2011 56.64 49.80 20.35 65.65
11/30/2011 53.64 46.60 20.25 65.28
12/31/2011 49.76 46.96 21.57 66.97
1/31/2012 56.24 53.02 22.64 74.46
2/29/2012 61.07 57.56 22.61 82.00
3/31/2012 61.27 57.96 21.94 87.99
4/30/2012 59.73 57.70 23.29 86.81
5/31/2012 50.28 48.83 24.40 75.58
6/30/2012 53.11 53.46 24.45 82.82
7/31/2012 53.11 55.42 26.17 85.36
8/31/2012 56.19 58.01 26.25 89.53
9/30/2012 59.67 61.70 26.43 94.43
10/31/2012 59.56 61.03 26.67 90.84
11/30/2012 60.89 62.38 26.87 91.95
12/31/2012 64.59 64.39 26.69 93.70
1/31/2013 71.01 68.46 25.81 103.73
2/28/2013 71.34 68.13 26.44 106.49
3/31/2013 73.35 70.03 26.54 114.24
4/30/2013 77.23 73.79 27.82 118.37
5/31/2013 78.11 71.80 25.54 123.47
6/30/2013 73.26 68.08 23.60 120.47
7/31/2013 79.93 73.72 23.77 131.69
8/31/2013 77.04 71.24 23.13 124.98
9/30/2013 85.34 77.89 24.30 132.04
10/31/2013 89.12 82.89 25.30 142.70
11/30/2013 90.78 83.99 24.84 150.10
12/31/2013 93.37 85.55 24.13 156.43
1/31/2014 88.97 82.05 25.96 147.56
2/28/2014 96.19 88.33 26.63 158.89
3/31/2014 93.94 88.81 26.42 161.07
4/30/2014 92.36 90.69 27.48 162.99
5/31/2014 94.39 93.63 28.94 169.17
6/30/2014 96.23 96.41 29.00 174.73
7/31/2014 92.16 94.26 28.68 170.94
8/31/2014 96.57 97.47 30.10 181.78
9/30/2014 91.59 91.61 29.22 177.83
10/31/2014 93.97 92.64 30.49 184.61
11/30/2014 95.78 94.41 31.41 192.27
12/31/2014 93.06 91.78 31.53 191.53
1/31/2015 92.38 90.24 34.29 182.78
2/28/2015 99.66 95.88 33.03 199.03
3/31/2015 99.79 93.58 33.65 194.30
4/30/2015 101.84 97.64 33.17 197.13
5/31/2015 104.58 96.21 32.85 200.95
6/30/2015 102.28 93.11 31.40 195.12
7/31/2015 102.97 94.34 32.31 201.30
8/31/2015 92.79 86.52 32.12 183.13
9/30/2015 88.99 82.88 33.02 176.12
10/31/2015 97.80 91.65 33.04 199.41
11/30/2015 97.35 90.74 32.69 200.30
12/31/2015 93.26 88.51 32.26 195.57
1/31/2016 87.71 82.74 34.08 180.90
2/29/2016 86.90 82.73 35.03 180.52
3/31/2016 94.76 91.41 36.27 199.55
4/30/2016 95.80 93.25 36.79 200.71
5/31/2016 95.34 93.74 36.83 206.11
6/30/2016 98.09 94.63 39.28 206.90
7/31/2016 103.43 100.12 40.17 218.22
8/31/2016 103.78 100.49 40.01 218.67
9/30/2016 105.67 101.24 39.92 218.73
10/31/2016 102.77 98.41 38.85 212.91
11/30/2016 99.40 98.01 35.57 224.50
12/31/2016 101.99 100.79 35.76 230.92
1/31/2017 105.80 103.78 36.03 237.19
2/28/2017 110.10 107.91 36.94 250.58
3/31/2017 112.72 109.40 36.87 250.99
4/30/2017 116.54 111.94 37.92 254.59
5/31/2017 121.31 115.25 38.99 259.58
6/30/2017 121.40 115.60 38.85 261.83
7/31/2017 124.51 119.49 39.44 269.27
8/31/2017 126.18 120.81 40.69 270.40
9/30/2017 126.42 122.95 40.02 278.04
10/31/2017 128.21 126.10 40.11 286.86
11/30/2017 129.40 128.87 39.93 298.73
12/31/2017 131.31 131.29 40.57 303.16
1/31/2018 139.43 138.36 38.95 326.24
2/28/2018 131.79 132.17 37.63 310.53
3/31/2018 129.16 129.98 38.51 300.10
4/30/2018 128.21 130.98 37.48 301.63
5/31/2018 130.12 131.52 38.47 311.31
6/30/2018 128.09 130.96 38.30 313.84
7/31/2018 130.71 135.15 38.33 329.24
8/31/2018 130.95 136.57 39.22 343.23
9/30/2018 128.33 136.83 38.32 345.75
10/31/2018 116.03 125.92 37.23 315.28
11/30/2018 117.11 128.39 38.05 323.74
12/31/2018 108.31 119.94 40.58 285.48
1/31/2019 118.90 131.23 42.08 316.37
2/28/2019 121.26 135.05 41.99 329.74
3/31/2019 124.27 138.54 44.72 338.09
Date Dividends
6/16/2009 0.0247
9/22/2009 0.0057
12/7/2009 0.006
3/16/2010 0.0158
6/22/2010 0.022
9/21/2010 0.0317
12/30/2010 0.1018
6/21/2011 0.072
9/20/2011 0.0112
12/22/2011 0.3171
3/20/2012 0.0078
6/19/2012 0.037
9/18/2012 0.0061
12/20/2012 0.0657
3/19/2013 0.0021
6/18/2013 0.0528
9/17/2013 0.0171
12/17/2013 0.2366
6/17/2014 0.0531
12/15/2014 0.1077
3/16/2015 0.0112
6/15/2015 0.0689
9/21/2015 0.008
12/14/2015 0.1711
6/20/2016 0.0679
9/19/2016 0.0026
12/22/2016 0.4724
6/19/2017 0.0077
12/20/2018 0.3401

There is no guarantee of the payment of any dividend or other distributions at any level.

The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investments in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the originals cost.  Current performance and expense ratios may be lower or higher than the data quoted.  Fund returns include changes in share price and reinvested distributions.  Class R shares are not subject to a sales charge.  Returns do not consider capital gains or income taxes on an individual's investment.
 

$ per share as of 04/22/2019

Date 2014 2015 2016 2017 2018
Short Term 0.0147
Long Term 1.1539
Total Amount of Distribution 1.1686
Record Date 12/19/18
Ex Div Date 12/20/18
Pay Date 12/20/18

There is no guarantee of the payment of any dividend or other distributions at any level.

Portfolio

Top Holdings

(69.4% of assets as of 03/31/2019)


Portfolio Positioning

(80.8% of assets as of 03/31/2019)


International Fixed Income US Equity US Fixed Income Alternatives International Equity Emerging Equity FX Overlays
31.2% 27.2% 15.4% 11.7% 10.0% 5.4% -20.1%

Portfolio Holdings Breakdown

Country
Developed Markets
Emerging Markets
Equity Sector
Fixed Income Sector
Country Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
United States 47.5% - -
United Kingdom 11.0% - -
Japan 8.4% - -
France 7.8% - -
Sweden 4.3% - -
Bermuda 3.7% - -
China 3.2% - -
Spain 1.8% - -
Switzerland 1.5% - -
Italy 1.5% - -
Netherlands 1.5% - -
Taiwan 1.0% - -
Hong Kong 0.9% - -
Mexico 0.9% - -
Supranational (non-iso) 0.7% - -
Brazil 0.7% - -
South Africa 0.6% - -
India 0.6% - -
Belgium 0.5% - -
Cayman Islands 0.5% - -
Developed Markets Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Americas 50.1% - -
Europe 18.4% - -
Asia Pacific 6.7% - -
Supranational 0.7% - -
Middle East 0.1% - -
Emerging Markets Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Asia Pacific 6.0% - -
Americas 1.2% - -
Europe 0.7% - -
Africa 0.6% - -
Middle East 0.1% - -
Multi -2.8% - -
Equity Sector Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Information Technology 11.5% - -
Consumer Discretionary 10.6% - -
Industrials 8.5% - -
Financials 7.5% - -
Health Care 7.0% - -
Consumer Staples 6.4% - -
Communication Services 5.6% - -
Energy 4.8% - -
Materials 2.6% - -
Real Estate 1.5% - -
Utilities 0.3% - -
Broad Market -20.9% - -
Fixed Income Sector Global Allocation Fund 60% MSCI ACWI/40% BBG Barc Gbl Agg Hdg Overweight / Underweight
Treasuries 37.0% - -
Catastrophe 5.8% - -
Analytics
(As of 03/31/2019)

Morningstar 03/31/2019 (based on risk adjusted performance)
  • B
Overall Rating
Number of Funds
397
Category
World Allocation
Performance Statistics
3Y
5Y
Alpha
-3.11
-1.80
Beta
1.08
1.01
Information Ratio
-1.45
-0.77
R-Squared
92.55
89.40
Sharpe Ratio
0.54
0.33
Standard Deviation
6.81
7.27
Sortino Ratio
0.76
0.47
Tracking Error
1.94
2.37
Portfolio Characteristics
Fund
Fund Index
Current Duration
4.09 yrs
2.54 yrs
Turnover Ratio
151%
-
Dividends
  • F
Est. Frequency
Annual
Last Pay Date
12/20/2018
Per Share ($)
$0.3401
12-Month Distribution ($)
$0.3401
Distribution Sources
  • F
Net Income
14.20%
Net Profit from Sale
76.10%
Other Capital Sources
9.70%
Team
Tools
Morningstar logo 95x28 trans
Documents
  1. 1. Because of changes to certain non-fundamental investment policies in connection with a change from a balanced strategy to a global allocation strategy, performance prior to 8/16/10 is not indicative of performance for any subsequent periods.
  2. 2. Foreign investments may be volatile and involve additional expenses and special risks, including currency fluctuations, foreign taxes, regulatory and geopolitical risks. Emerging and developing market investments may be especially volatile. Eurozone investments may be subject to volatility and liquidity issues. Investments in securities of growth companies may be volatile. Small and mid-sized company stock is typically more volatile than that of larger company stock. It may take a substantial period of time to realize a gain on an investment in a small-sized or mid-sized company, if any gain is realized at all. Event-linked securities are fixed income securities, otherwise known as Cat Bonds, for which the return of principal and interest payment is contingent on the non-occurrence of a trigger event that leads to physical or economic loss. If the trigger event occurs prior to maturity, the Fund may lose all or a portion of its principal and additional interest. Value investing involves the risk that undervalued securities may not appreciate as anticipated. Fixed income investing entails credit and interest rate risks. When interest rates rise, bond prices generally fall, and the Fund’s share prices can fall. Below-investment-grade (“high yield” or “junk”) bonds are more at risk of default and are subject to liquidity risk. Derivative instruments entail higher volatility and risk of loss compared to traditional stock or bond investments.  Commodity-linked investments are speculative and have substantial risks, including the loss of principal. The Fund may also invest through a wholly-owned Cayman Islands subsidiary, which involves the risk that changes to the laws of the Cayman Islands could negatively affect the Fund. Diversification does not guarantee profit or protect against loss.
  3. 3. The Manager has contractually agreed to waive expenses in an amount equal to the management fee it receives from its Subsidiary for so long as the Fund invests in the Subsidiary. This waiver may not be terminated without the prior approval of the Fund's Board of Trustees.
  4. 4. The net expense ratio (where applicable) also takes into account contractual fee waivers and/or expense reimbursements without which performance would have been less.  These undertakings may not be amended or withdrawn for one year from the date of the current prospectus, unless approved by the Board.
  5. 5. If the benchmark is MSCI, the blended returns are calculated by Invesco using end of day index level values licensed from MSCI (“MSCI Data”). For the avoidance of doubt, MSCI is not the benchmark “administrator” for, or a “contributor”, “submitter” or “supervised contributor” to, the blended returns, and the MSCI Data is not considered a “contribution” or “submission” in relation to the blended returns, as those terms may be defined in any rules, laws, regulations, legislation or international standards. MSCI Data is provided “AS IS” without warranty or liability and no copying or distribution is permitted. MSCI does not make any representation regarding the advisability of any investment or strategy and does not sponsor, promote, issue, sell or otherwise recommend or endorse any investment or strategy, including any financial products or strategies based on, tracking or otherwise utilizing any MSCI Data, models, analytics or other materials or information.
  6. 6. The index returns are made up of the returns of (i) Composite Index representing 30% Russell 1000® Index/ 30% MSCI® ACWI ex-US/ 20% Bloomberg Barclays U.S. Aggregate Index/ 20% Bloomberg Barclays Multiverse ex US Index from January 1, 31, 2003 through September 30, 2015, and (ii) 60% MSCI® ACWI/ 40% Bloomberg Barclays Global Aggregate Bond Hedged USD from October 1, 2015 to present. The MSCI® ACWI is a free float-adjusted market capitalization weighted index that is designed to measure the equity market performance of developed and emerging markets. The Bloomberg Barclays Global Aggregate Bond Index provides a broad-based measure of global investment grade fixed-rate debt markets.  The index is comprised of several other Barclays indexes that measure fixed income performance of regions around the world while hedging the currency back to the US dollar. The indices are unmanaged, are shown for illustrative purposes only, and cannot be purchased directly by investors.  Past performance does not guarantee future results.
  7. 7. The S&P MidCap 400 Revenue-Weighted Index is constructed by re-weighting the constituent securities of the S&P Mid Cap 400 by revenue earned, subject to certain asset diversification requirements. The S&P MidCap 400 Revenue Weighted Index generally contains the same securities as the S&P MidCap 400, but in different proportions.Past performance does not guarantee future results.
  8. 8. Holdings are subject to change, and are dollar weighted based on total new assets. Negative weightings may result from the use of leverage. Leverage involves the use of various financial instruments or borrowed capital in an attempt to increase investment return. Leverage risks include potential for higher volatility, greater decline of the Fund’s net asset value and fluctuations of dividends and distributions paid by the Fund.
  9. A. The Morningstar Rating&trade; for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. <b>The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics.</b> The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods. Ratings do not consider sales charges and are subject to change monthly. <strong>Past performance is no guarantee of future results</strong></p>
  10. B. The Morningstar Rating&trade; for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 star s, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods. Oppenheimer Global Allocation Fund was rated against the following numbers of World Allocation funds over the following time periods: the fund was rated 2 stars among 397 funds in the last three years, 3 stars among 321 in the last five years, and stars among 161 in the last ten years. <strong>Past performance does not guarantee future results.</strong>
  11. C. Daily net asset value and dollar change of the fund is as of the previous business day's closing. Fund net asset values are updated at approximately 7:00pm ET daily.
  12. D. The performance data quoted represents past performance, which does not guarantee future results.  The investment return and principal value of an investments in the Fund will fluctuate so that an investor's shares, when redeemed, may be worth more or less than the originals cost.  Current performance and expense ratios may be lower or higher than the data quoted.  Fund returns include changes in share price and reinvested distributions.  Class R shares are not subject to a sales charge.  Returns do not consider capital gains or income taxes on an individual's investment.
     
  13. E. "Year to Date" returns are cumulative, not annualized, and do not reflect sales charges (if sales charges are applicable to the Fund).  These returns would be lower if sales charges were taken into consideration.  Short-term returns may not be indicative of longer-term performance, which should also be considered when making investment decisions.
  14. F. There is no guarantee of the payment of any dividend or other distributions at any level.
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