Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ATDIX (INVESCO ENDEAVOR FUND CLASS R5) | NA | 46.16% | 1.54% | 6.82% | 7.22% | 7.22% | NA | … | … |
Data as of 04/23/2021, Common starting date is 06/16/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDIX (INVESCO ENDEAVOR FUND CLASS R5) | 06/16/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.34 | 46.16 | 1.54 | 6.82 | 7.22 | 7.22 | NA | … | … | 0.93 | 0.06 | 22.22 | -16.82 | 17.88 | 21.33 | -10.44 | 8.03 | 28.34 | 19.03 | -1.64 | 24.28 | 58.94 | -37.66 | -3.91 | 23.81 | 7.30 | 12.70 |
| Sharpe Ratio | NA | 1.73 | 0.02 | 0.26 | 0.35 | NA | NA | … | … | 0.11 | 0.00 | 1.44 | -1.29 | 2.09 | 1.20 | -0.79 | 0.77 | 2.87 | 1.36 | -0.07 | 1.26 | 1.76 | -0.94 | -0.50 | 1.84 | 0.55 | 2.57 |
| Standard Deviation(%) | NA | 26.68 | 27.39 | 22.61 | 19.48 | NA | NA | … | … | 26.72 | 41.06 | 14.50 | 14.10 | 8.29 | 17.59 | 13.34 | 10.43 | 9.86 | 14.06 | 23.92 | 19.22 | 33.43 | 41.00 | 13.77 | 11.21 | 9.27 | 9.02 |
| Draw Down(%) | NA | 14.45 | 46.05 | 46.70 | 46.70 | NA | NA | … | … | 12.40 | 46.05 | 10.05 | 25.02 | 5.23 | 12.40 | 15.54 | 7.32 | 5.06 | 12.28 | 21.00 | 15.91 | 31.99 | 51.58 | 16.00 | 8.44 | 7.63 | 6.56 |
| Yield(%) | 0.00 | 8.30 | 5.27 | 6.50 | 7.22 | 6.86 | 6.84 | … | … | 0.00 | 5.71 | 6.87 | 4.82 | 9.31 | 3.61 | 10.78 | 9.32 | 5.14 | 10.77 | 0.44 | 0.00 | 0.00 | 1.01 | 9.02 | 6.03 | 0.00 | 0.00 |
Data as of 04/23/2021, 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 |
|---|---|---|---|---|
| ATDIX (INVESCO ENDEAVOR FUND CLASS R5) |
-16.84%
Feb 2006 – Feb 2009 |
-3.32%
Mar 2015 – Mar 2020 |
4.45%
Mar 2010 – Mar 2020 |
5.36%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDIX (INVESCO ENDEAVOR FUND CLASS R5) |
38.64%
Feb 2009 – Feb 2012 |
30.15%
Feb 2009 – Feb 2014 |
17.28%
Feb 2009 – Feb 2019 |
9.09%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart