Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADRD (Invesco BLDRS Developed Markets 100 ADR Index Fund) | NA | 8.26% | 6.04% | 2.11% | 4.68% | 3.47% | NA | … | … |
Data as of 02/27/2020, Common starting date is 11/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADRD (Invesco BLDRS Developed Markets 100 ADR Index Fund) | 11/14/2002 | 02/27/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.26 | 6.04 | 2.11 | 4.68 | 3.47 | NA | … | … | -0.69 | 14.24 | -16.74 | 17.83 | -4.63 | -6.56 | -10.57 | 19.15 | 12.53 | -12.87 | 0.05 | 23.86 | -45.10 | 7.14 | 22.59 | 6.51 | 8.19 | 40.77 | -2.55 |
| Sharpe Ratio | NA | -1.61 | -1.53 | -1.63 | -1.13 | NA | NA | … | … | -0.51 | -0.74 | -2.52 | -0.16 | -1.95 | -1.40 | -2.34 | 0.04 | -0.35 | -1.11 | -0.80 | 0.16 | -1.32 | -0.78 | 0.02 | -1.33 | -0.79 | 0.40 | -2.62 |
| Standard Deviation(%) | NA | 11.92 | 12.49 | 15.20 | 17.61 | NA | NA | … | … | 10.66 | 12.15 | 15.22 | 9.03 | 19.84 | 17.98 | 12.45 | 14.03 | 17.51 | 28.24 | 23.22 | 33.05 | 48.87 | 19.08 | 14.75 | 10.88 | 14.43 | 53.94 | 23.39 |
| Draw Down(%) | NA | 8.54 | 25.04 | 28.27 | 31.39 | NA | NA | … | … | 4.83 | 8.54 | 25.04 | 3.87 | 14.95 | 18.69 | 14.87 | 10.00 | 16.80 | 27.82 | 22.60 | 29.98 | 55.72 | 13.10 | 14.48 | 7.61 | 10.69 | 23.92 | 7.11 |
| Yield(%) | 0.00 | 4.22 | 3.81 | 3.21 | 3.87 | 3.58 | 4.32 | … | … | 0.11 | 4.48 | 3.22 | 3.52 | 3.53 | 3.33 | 4.83 | 3.34 | 3.71 | 3.47 | 2.74 | 4.63 | 3.14 | 4.86 | 2.74 | 2.54 | 2.15 | 2.29 | 0.16 |
Data as of 02/27/2020, Common starting date is 11/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADRD (Invesco BLDRS Developed Markets 100 ADR Index Fund) |
-15.26%
Feb 2006 – Feb 2009 |
-7.77%
May 2007 – May 2012 |
-0.14%
Oct 2007 – Oct 2017 |
3.12%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADRD (Invesco BLDRS Developed Markets 100 ADR Index Fund) |
26.24%
Apr 2003 – Apr 2006 |
19.58%
Dec 2002 – Dec 2007 |
8.45%
Feb 2009 – Feb 2019 |
7.27%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart