Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ATDRX (INVESCO ENDEAVOR FUND CLASS R) | NA | 43.26% | 0.45% | 5.87% | 6.40% | 5.36% | NA | 6.82% |
Data as of 04/23/2021, AR inception is 06/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATDRX (INVESCO ENDEAVOR FUND CLASS R) | 06/17/2004 | 04/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.52 | 43.26 | 0.45 | 5.87 | 6.40 | 5.36 | NA | 6.82 | -0.63 | -0.58 | 21.43 | -17.28 | 17.16 | 20.47 | -10.96 | 7.32 | 27.63 | 18.21 | -2.30 | 23.34 | 57.24 | -38.22 | -13.07 | 16.75 | 7.01 | 11.85 |
| Sharpe Ratio | NA | 1.58 | -0.02 | 0.21 | 0.30 | NA | NA | 0.26 | -0.07 | -0.02 | 1.38 | -1.31 | 2.00 | 1.14 | -0.82 | 0.70 | 2.80 | 1.31 | -0.10 | 1.21 | 1.71 | -0.95 | -0.92 | 1.08 | 0.52 | 2.41 |
| Standard Deviation(%) | NA | 27.32 | 27.60 | 22.76 | 19.58 | NA | NA | 21.32 | 28.77 | 41.04 | 14.52 | 14.15 | 8.31 | 17.63 | 13.33 | 10.41 | 9.84 | 14.03 | 23.96 | 19.17 | 33.40 | 41.05 | 17.50 | 12.50 | 9.24 | 9.01 |
| Draw Down(%) | NA | 14.44 | 46.31 | 47.45 | 47.45 | NA | NA | 66.41 | 13.63 | 46.14 | 10.09 | 25.44 | 5.27 | 12.50 | 15.84 | 7.37 | 5.11 | 12.45 | 21.25 | 16.13 | 32.20 | 51.90 | 23.68 | 8.65 | 7.77 | 6.56 |
| Yield(%) | 0.00 | 9.39 | 5.63 | 6.89 | 7.32 | 5.75 | 5.65 | 7.07 | 0.00 | 6.45 | 6.91 | 5.34 | 10.15 | 3.90 | 11.46 | 9.80 | 4.98 | 11.06 | 0.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/23/2021, AR inception is 06/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDRX (INVESCO ENDEAVOR FUND CLASS R) |
-21.40%
Feb 2006 - Feb 2009 |
-3.92%
Mar 2015 - Mar 2020 |
3.77%
Mar 2010 - Mar 2020 |
3.65%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATDRX (INVESCO ENDEAVOR FUND CLASS R) |
37.54%
Feb 2009 - Feb 2012 |
29.20%
Feb 2009 - Feb 2014 |
16.49%
Feb 2009 - Feb 2019 |
7.32%
Jul 2004 - Jul 2019 |
Annualized Rolling Returns Comparison Chart