Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATDBX (INVESCO ENDEAVOR FUND CLASS B) | NA | -40.89% | -13.23% | -3.55% | 2.13% | NA | NA | … | … |
Data as of 01/26/2018, Common starting date is 11/06/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDBX (INVESCO ENDEAVOR FUND CLASS B) | 11/06/2003 | 01/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -50.08 | -40.89 | -13.23 | -3.55 | 2.13 | NA | NA | … | … | 5.18 | 4.39 | 15.80 | -23.89 | -3.87 | 21.46 | 5.82 | -3.29 | 22.67 | 56.69 | -38.52 | -13.57 | 16.05 | 6.73 | 20.33 | 2.87 |
| Sharpe Ratio | NA | -1.03 | -1.38 | -1.25 | -0.71 | NA | NA | … | … | 12.56 | -1.23 | -1.01 | -1.96 | -1.45 | 0.27 | -0.74 | -0.91 | 0.21 | 1.14 | -1.41 | -2.03 | -0.50 | -1.56 | 0.08 | -1.46 |
| Standard Deviation(%) | NA | 12.04 | 17.63 | 16.10 | 23.05 | NA | NA | … | … | 8.11 | 12.10 | 18.09 | 21.60 | 15.43 | 10.83 | 17.44 | 23.90 | 19.24 | 33.44 | 41.01 | 17.59 | 12.55 | 9.18 | 9.54 | 8.93 |
| Draw Down(%) | NA | 9.99 | 35.54 | 41.43 | 56.40 | NA | NA | … | … | 0.77 | 9.99 | 12.53 | 27.95 | 15.98 | 5.50 | 12.54 | 21.41 | 16.35 | 32.18 | 52.08 | 23.95 | 8.73 | 7.90 | 6.67 | 2.14 |
| Yield(%) | 0.00 | 10.91 | 8.53 | 9.02 | 7.41 | 7.69 | 5.77 | … | … | 0.00 | 11.10 | 4.23 | 12.24 | 10.34 | 5.22 | 11.40 | 0.46 | 0.00 | 0.00 | 0.00 | 8.55 | 6.12 | 0.00 | 0.00 | 0.00 |
Data as of 01/26/2018, Common starting date is 11/06/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDBX (INVESCO ENDEAVOR FUND CLASS B) |
-17.92%
Feb 2006 – Feb 2009 |
-6.82%
Feb 2004 – Feb 2009 |
5.44%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDBX (INVESCO ENDEAVOR FUND CLASS B) |
36.86%
Feb 2009 – Feb 2012 |
28.56%
Feb 2009 – Feb 2014 |
10.27%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart