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FIDYX: Invesco Dynamics Inv (MUTUAL FUND)
Basic Info
Asset Class: | Mid-Cap Growth |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/03/1986 |
Last Dividend Date: | 12/07/2012 |
12-Mo. Yield | 0.89% |
Expenses | 1.11% |
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Performance Analytics (As of 07/12/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/03/1986 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.3 | 30.4 | 17.8 | 7.7 | 8.4 | 4.4 | 8.4 | 10.1 | 20.3 | 12.9 | -4.4 | 23.5 | 42.9 | -47.1 | 12.3 | 16.5 | 10.4 | 11.9 | 38.3 | -33.1 | -32.9 | -7.8 | 71.1 | 20.0 | 24.1 | 15.5 | 37.7 | -1.8 | 19.2 | 13.3 | 66.9 | -6.4 | 22.7 | 1.2 | 12.1 | 7.0 |
Sharpe Ratio | NA | 2.11 | 0.81 | 0.26 | 0.31 | NA | NA | 0.24 | 2.84 | 0.78 | -0.15 | 1.04 | 1.43 | -1.15 | 0.53 | 0.89 | 0.66 | 0.74 | 1.89 | -1.05 | -0.89 | -0.26 | 3.19 | 0.67 | -1.63 | 0.98 | 3.72 | -0.36 | 1.07 | 0.63 | 3.47 | -0.66 | 1.38 | -0.21 | 0.21 | 0.09 |
Draw Down(%) | NA | 7.8 | 27.8 | 50.7 | 59.5 | NA | NA | 72.9 | 6.9 | 13.2 | 27.8 | 18.9 | 22.3 | 57.0 | 14.1 | 14.5 | 9.1 | 14.9 | 12.5 | 45.4 | 52.7 | 35.1 | 11.2 | 34.0 | 13.3 | 12.4 | 4.4 | 13.7 | 10.7 | 18.6 | 9.4 | 28.2 | 10.4 | 13.1 | 44.0 | 28.7 |
Standard Deviation(%) | NA | 14.4 | 22.0 | 29.1 | 23.8 | NA | NA | 24.5 | 14.7 | 16.6 | 29.7 | 22.4 | 29.9 | 41.7 | 17.6 | 15.0 | 12.4 | 14.9 | 19.8 | 32.6 | 40.1 | 45.3 | 21.3 | 25.0 | 19.0 | 12.1 | 9.1 | 13.0 | 15.9 | 17.2 | 18.1 | 17.5 | 12.3 | 16.2 | 38.4 | 30.4 |
Treynor Ratio | NA | 0.31 | 0.17 | 0.08 | 0.08 | NA | NA | 0.06 | 0.42 | 0.13 | -0.04 | 0.24 | 0.43 | -0.55 | 0.09 | 0.13 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.01 | -0.03 | -0.04 | -0.02 | NA | NA | 0.03 | 0.01 | -0.01 | 0.0 | -0.02 | 0.0 | -0.04 | -0.02 | 0.03 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.98 | 1.02 | 0.95 | 0.96 | NA | NA | 0.95 | 0.99 | 1.01 | 1.03 | 0.99 | 0.98 | 0.88 | 1.0 | 0.99 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.94 | 0.95 | 0.96 | 0.83 | NA | NA | 0.28 | 0.93 | 0.96 | 0.96 | 0.94 | 0.97 | 0.97 | 0.96 | 0.19 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 1.1 | 1.6 | 0.8 | 0.6 | 1.1 | 4.6 | N/A | 0.0 | 1.1 | 2.7 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.3 | 6.7 | 6.4 | 15.4 | 11.1 | 17.2 | 17.8 | 7.0 | 2.8 | 17.0 | 1.5 | 6.1 | 1.4 | 19.4 | 25.9 |
Dividend Growth(%) | N/A | -61.7 | N/A | N/A | -91.6 | N/A | N/A | N/A | -100.0 | -61.7 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -75.0 | -92.3 | 16.9 | -54.4 | 41.3 | -20.7 | -24.0 | 186.2 | 175.9 | -75.8 | 900.0 | -70.0 | 344.4 | -93.5 | -37.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/03/1986
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