Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATDFX (INVESCO ENDEAVOR FUND CLASS R6) | NA | 37.92% | -0.37% | 5.65% | NA | NA | NA | … | … |
Data as of 04/23/2021, Common starting date is 09/25/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDFX (INVESCO ENDEAVOR FUND CLASS R6) | 09/25/2012 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.20 | 37.92 | -0.37 | 5.65 | NA | NA | NA | … | … | 1.09 | -5.70 | 8.76 | -5.23 | 17.97 | 21.45 | -10.34 | 8.07 | 28.54 | 4.54 |
| Sharpe Ratio | NA | 1.40 | -0.05 | 0.20 | NA | NA | NA | … | … | 0.13 | -0.14 | 0.28 | -0.28 | 2.11 | 1.20 | -0.78 | 0.77 | 2.89 | 1.74 |
| Standard Deviation(%) | NA | 26.95 | 27.50 | 22.70 | NA | NA | NA | … | … | 26.59 | 41.28 | 26.66 | 23.41 | 8.27 | 17.69 | 13.31 | 10.40 | 9.86 | 10.74 |
| Draw Down(%) | NA | 14.45 | 46.08 | 46.67 | NA | NA | NA | … | … | 12.30 | 46.08 | 15.16 | 16.90 | 5.25 | 12.43 | 15.50 | 7.31 | 5.06 | 4.41 |
| Yield(%) | 0.00 | 0.00 | 3.49 | 5.24 | 6.27 | 4.18 | 3.13 | … | … | 0.00 | 0.00 | 6.85 | 4.80 | 9.27 | 3.60 | 10.77 | 9.31 | 5.22 | 9.60 |
Data as of 04/23/2021, Common starting date is 09/25/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDFX (INVESCO ENDEAVOR FUND CLASS R6) |
-8.83%
Mar 2017 – Mar 2020 |
-3.25%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDFX (INVESCO ENDEAVOR FUND CLASS R6) |
13.91%
Feb 2016 – Feb 2019 |
12.77%
Nov 2012 – Nov 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart