Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATDAX (INVESCO ENDEAVOR FUND CLASS A) | NA | 44.50% | 0.90% | 6.27% | 6.74% | 6.71% | NA | … | … |
Data as of 04/23/2021, Common starting date is 11/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDAX (INVESCO ENDEAVOR FUND CLASS A) | 11/20/2003 | 04/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.99 | 44.50 | 0.90 | 6.27 | 6.74 | 6.71 | NA | … | … | 0.06 | -0.32 | 21.75 | -17.08 | 17.43 | 20.85 | -10.79 | 7.61 | 27.99 | 18.64 | -2.15 | 23.65 | 57.73 | -38.02 | -4.39 | 23.21 | 7.40 | 21.08 | 4.53 |
| Sharpe Ratio | NA | 1.64 | 0.00 | 0.23 | 0.32 | NA | NA | … | … | 0.01 | -0.01 | 1.40 | -1.30 | 2.04 | 1.16 | -0.81 | 0.73 | 2.83 | 1.33 | -0.09 | 1.22 | 1.73 | -0.95 | -0.54 | 1.77 | 0.57 | 2.10 | 5.51 |
| Standard Deviation(%) | NA | 27.03 | 27.50 | 22.70 | 19.54 | NA | NA | … | … | 27.88 | 41.03 | 14.53 | 14.12 | 8.28 | 17.67 | 13.34 | 10.40 | 9.89 | 14.06 | 23.90 | 19.25 | 33.34 | 41.02 | 13.79 | 11.28 | 9.24 | 9.58 | 9.18 |
| Draw Down(%) | NA | 14.45 | 46.08 | 47.12 | 47.12 | NA | NA | … | … | 13.04 | 46.08 | 10.04 | 25.22 | 5.28 | 12.49 | 15.76 | 7.38 | 5.06 | 12.39 | 21.15 | 16.10 | 32.13 | 51.81 | 16.18 | 8.62 | 7.67 | 6.56 | 2.14 |
| Yield(%) | 0.00 | 8.93 | 5.47 | 6.72 | 7.28 | 6.77 | 7.57 | … | … | 0.00 | 6.13 | 6.86 | 5.13 | 9.80 | 3.78 | 11.19 | 9.60 | 4.97 | 11.06 | 0.44 | 0.00 | 0.00 | 0.32 | 8.64 | 6.05 | 0.25 | 0.00 | 0.00 |
Data as of 04/23/2021, Common starting date is 11/20/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDAX (INVESCO ENDEAVOR FUND CLASS A) |
-17.26%
Feb 2006 – Feb 2009 |
-6.14%
Feb 2004 – Feb 2009 |
4.05%
Mar 2010 – Mar 2020 |
4.94%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDAX (INVESCO ENDEAVOR FUND CLASS A) |
37.85%
Feb 2009 – Feb 2012 |
29.53%
Feb 2009 – Feb 2014 |
16.79%
Feb 2009 – Feb 2019 |
8.78%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart