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MPSCX: Invesco US Small Cap Value Y (MUTUAL FUND)
Basic Info
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/21/1996 |
Last Dividend Date: | 12/10/2010 |
12-Mo. Yield | 0.35% |
Expenses | - |
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Performance Analytics (As of 06/07/2011)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/21/1996 |
2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 26.8 | 7.1 | 7.6 | 8.3 | 10.6 | -0.6 | 30.4 | 30.6 | -26.9 | 0.3 | 26.1 | 8.5 | 20.0 | 39.2 | -15.1 | -6.8 | 3.6 | 26.1 | -1.3 | 30.5 | 18.9 |
Sharpe Ratio | NA | 1.29 | 0.21 | 0.23 | 0.3 | 0.26 | -0.08 | 1.35 | 0.98 | -0.67 | -0.16 | 1.73 | 0.5 | 1.5 | 2.27 | -0.68 | -0.46 | -0.02 | 1.64 | -0.26 | -1.89 | 1.01 |
Draw Down(%) | NA | 11.8 | 49.2 | 54.8 | 54.8 | 54.8 | 9.4 | 18.7 | 31.5 | 46.7 | 14.5 | 10.5 | 9.7 | 9.7 | 13.2 | 32.0 | 25.7 | 26.6 | 13.2 | 33.0 | 10.9 | 18.1 |
Standard Deviation(%) | NA | 20.7 | 32.7 | 27.9 | 23.3 | 22.4 | 18.7 | 22.5 | 31.0 | 41.5 | 17.6 | 13.2 | 12.6 | 12.7 | 16.9 | 23.7 | 20.2 | 26.5 | 13.9 | 17.9 | 13.1 | 35.1 |
Treynor Ratio | NA | 0.29 | 0.08 | 0.07 | 0.08 | 0.07 | -0.02 | 0.32 | 0.4 | -0.32 | -0.03 | 0.25 | 0.07 | 0.23 | 0.39 | -0.18 | -0.11 | 0.0 | 0.25 | -0.05 | 0.0 | 0.0 |
Alpha | NA | -0.01 | -0.03 | -0.03 | -0.03 | 0.01 | -0.02 | 0.02 | 0.02 | 0.01 | 0.03 | 0.03 | 0.01 | 0.0 | 0.01 | -0.01 | -0.08 | -0.06 | 0.08 | 0.03 | NA | NA |
Beta | NA | 0.93 | 0.85 | 0.86 | 0.87 | 0.88 | 0.82 | 0.93 | 0.77 | 0.88 | 0.9 | 0.91 | 0.85 | 0.84 | 1.0 | 0.92 | 0.87 | 1.09 | 0.91 | 0.9 | NA | NA |
RSquared | NA | 0.81 | 0.94 | 0.93 | 0.92 | 0.78 | 0.55 | 0.96 | 0.96 | 0.96 | 0.95 | 0.91 | 0.93 | 0.92 | 0.91 | 0.91 | 0.87 | 0.63 | 0.63 | 0.72 | 0.0 | 0.0 |
Yield(%) | N/A | 0.3 | 1.6 | 5.8 | 5.7 | N/A | 0.0 | 0.4 | 0.0 | 4.3 | 12.3 | 12.7 | 5.9 | 10.1 | 0.5 | 0.3 | 0.4 | 8.8 | 8.9 | 12.5 | 19.0 | 17.8 |
Dividend Growth(%) | N/A | 236.4 | -85.6 | 102.5 | N/A | N/A | -100.0 | N/A | -100.0 | -69.4 | 8.7 | 125.8 | -36.5 | 2871.4 | 16.7 | -25.0 | -95.5 | 14.9 | -39.1 | -26.2 | 6.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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