Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMLIX (INVESCO MODERATE ALLOCATION FUND CLASS R5) | NA | -5.34% | 1.21% | 1.90% | 5.39% | 4.55% | NA | … | … |
Data as of 05/15/2020, Common starting date is 06/16/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMLIX (INVESCO MODERATE ALLOCATION FUND CLASS R5) | 06/16/2004 | 05/15/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.24 | -5.34 | 1.21 | 1.90 | 5.39 | 4.55 | NA | … | … | -15.03 | 18.11 | -6.14 | 12.97 | 8.52 | -4.02 | 4.71 | 10.84 | 13.49 | 1.51 | 12.28 | 27.22 | -30.93 | 7.49 | 11.96 | 5.59 | 8.02 |
| Sharpe Ratio | NA | -0.44 | -0.06 | 0.05 | 0.48 | NA | NA | … | … | -1.13 | 2.54 | -0.91 | 3.38 | 1.04 | -0.50 | 0.81 | 1.59 | 1.83 | 0.12 | 1.22 | 1.93 | -1.49 | 0.47 | 1.17 | 0.55 | 2.34 |
| Standard Deviation(%) | NA | 20.05 | 12.83 | 11.05 | 9.83 | NA | NA | … | … | 31.73 | 6.58 | 8.17 | 3.67 | 7.94 | 8.04 | 5.83 | 6.80 | 7.39 | 12.07 | 9.98 | 14.07 | 21.28 | 9.44 | 7.41 | 6.27 | 5.96 |
| Draw Down(%) | NA | 26.89 | 26.89 | 26.89 | 26.89 | NA | NA | … | … | 26.89 | 3.53 | 12.06 | 1.37 | 5.97 | 10.32 | 5.41 | 7.11 | 6.28 | 10.67 | 8.37 | 15.68 | 38.34 | 7.01 | 7.92 | 4.50 | 4.50 |
| Yield(%) | 2.58 | 11.36 | 7.16 | 5.16 | 5.12 | 4.65 | 3.69 | … | … | 2.74 | 9.87 | 5.81 | 4.51 | 2.27 | 1.81 | 2.43 | 2.06 | 4.48 | 2.54 | 3.18 | 4.67 | 5.37 | 6.33 | 5.47 | 0.00 | 0.00 |
Data as of 05/15/2020, Common starting date is 06/16/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLIX (INVESCO MODERATE ALLOCATION FUND CLASS R5) |
-9.96%
Feb 2006 – Feb 2009 |
0.54%
May 2007 – May 2012 |
3.66%
Jan 2006 – Jan 2016 |
4.08%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMLIX (INVESCO MODERATE ALLOCATION FUND CLASS R5) |
19.79%
Feb 2009 – Feb 2012 |
15.40%
Feb 2009 – Feb 2014 |
9.64%
Feb 2009 – Feb 2019 |
5.63%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart