Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ACGUX (Invesco Van Kampen Government Ses Y ) | NA | 1.59% | 3.25% | 3.39% | NA | NA | NA | 2.94% |
Data as of 07/01/2011, AR inception is 08/29/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ACGUX (Invesco Van Kampen Government Ses Y ) | 08/29/2005 | 07/01/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 1.59 | 3.25 | 3.39 | NA | NA | NA | 2.94 | 1.49 | 4.53 | 1.16 | -0.49 | 6.89 | 2.47 | -1.16 |
Sharpe Ratio | NA | 0.43 | 0.71 | 0.51 | NA | NA | NA | 0.26 | 1.04 | 1.13 | 0.25 | -0.22 | 1.04 | -0.30 | -2.08 |
Standard Deviation(%) | NA | 3.54 | 4.31 | 4.38 | NA | NA | NA | 4.19 | 2.84 | 3.94 | 4.31 | 6.33 | 3.73 | 2.76 | 2.83 |
Draw Down(%) | NA | 3.55 | 3.91 | 8.38 | NA | NA | NA | 8.38 | 1.32 | 3.45 | 2.86 | 8.38 | 1.96 | 2.23 | 2.60 |
Yield(%) | 0.00 | 1.98 | 2.73 | 3.80 | 2.01 | 1.34 | 1.01 | 4.03 | 0.75 | 2.69 | 2.61 | 4.74 | 5.73 | 4.42 | 0.00 |
Data as of 07/01/2011, AR inception is 08/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ACGUX (Invesco Van Kampen Government Ses Y ) |
1.03%
Jan 2008 - Jan 2011 |
2.88%
Dec 2005 - Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ACGUX (Invesco Van Kampen Government Ses Y ) |
3.53%
Jun 2007 - Jun 2010 |
3.39%
Jun 2006 - Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart