Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATDCX (INVESCO ENDEAVOR FUND CLASS C) | NA | -44.63% | -27.08% | -12.81% | -3.68% | -0.61% | NA | … | … |
Data as of 04/23/2021, Common starting date is 11/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDCX (INVESCO ENDEAVOR FUND CLASS C) | 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 (%) | -66.05 | -44.63 | -27.08 | -12.81 | -3.68 | -0.61 | NA | … | … | -3.20 | -1.06 | 20.78 | -17.68 | 16.57 | 19.92 | -11.44 | 6.81 | 26.97 | 17.65 | -2.82 | 22.65 | 56.62 | -38.44 | -5.13 | 22.27 | 6.73 | 20.33 | 4.43 |
| Sharpe Ratio | NA | 1.36 | -0.06 | 0.16 | 0.26 | NA | NA | … | … | -0.31 | -0.03 | 1.34 | -1.34 | 1.95 | 1.11 | -0.86 | 0.65 | 2.72 | 1.27 | -0.12 | 1.18 | 1.69 | -0.96 | -0.60 | 1.69 | 0.50 | 2.03 | 5.40 |
| Standard Deviation(%) | NA | 28.63 | 28.06 | 23.10 | 19.77 | NA | NA | … | … | 32.62 | 41.10 | 14.50 | 14.15 | 8.22 | 17.66 | 13.35 | 10.43 | 9.89 | 14.02 | 23.95 | 19.20 | 33.42 | 41.06 | 13.74 | 11.26 | 9.17 | 9.55 | 9.11 |
| Draw Down(%) | NA | 15.72 | 46.73 | 48.01 | 48.01 | NA | NA | … | … | 15.72 | 46.19 | 10.12 | 25.73 | 5.34 | 12.59 | 16.16 | 7.47 | 5.15 | 12.49 | 21.41 | 16.33 | 32.14 | 52.08 | 16.47 | 8.73 | 7.90 | 6.67 | 2.14 |
| Yield(%) | 0.00 | 10.72 | 6.26 | 7.48 | 7.57 | 6.78 | 7.46 | … | … | 0.00 | 7.34 | 7.77 | 5.93 | 11.10 | 4.23 | 12.24 | 10.34 | 5.22 | 11.39 | 0.46 | 0.00 | 0.00 | 0.00 | 8.55 | 6.12 | 0.00 | 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 |
|---|---|---|---|---|
| ATDCX (INVESCO ENDEAVOR FUND CLASS C) |
-17.88%
Feb 2006 – Feb 2009 |
-6.79%
Feb 2004 – Feb 2009 |
3.25%
Mar 2010 – Mar 2020 |
4.15%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDCX (INVESCO ENDEAVOR FUND CLASS C) |
36.81%
Feb 2009 – Feb 2012 |
28.53%
Feb 2009 – Feb 2014 |
15.90%
Feb 2009 – Feb 2019 |
7.97%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart