Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BRCBX (INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS B) | NA | -1.11% | -1.84% | -8.01% | NA | NA | NA | … | … |
Data as of 01/26/2018, Common starting date is 12/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRCBX (INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS B) | 12/02/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.30 | -1.11 | -1.84 | -8.01 | NA | NA | NA | … | … | -2.15 | 3.73 | 10.73 | -17.36 | -16.67 | -14.73 | 2.63 | -9.14 | 6.97 |
| Sharpe Ratio | NA | -0.18 | -0.19 | -0.71 | NA | NA | NA | … | … | -1.58 | 0.33 | 0.88 | -1.51 | -1.77 | -1.09 | 0.15 | -0.46 | 11.28 |
| Standard Deviation(%) | NA | 10.16 | 11.27 | 11.42 | NA | NA | NA | … | … | 17.17 | 9.56 | 11.92 | 11.55 | 9.43 | 13.52 | 17.20 | 19.87 | 11.85 |
| Draw Down(%) | NA | 13.67 | 21.41 | 45.35 | NA | NA | NA | … | … | 4.02 | 13.67 | 7.69 | 18.23 | 19.55 | 19.48 | 14.16 | 20.10 | 1.42 |
| Yield(%) | 0.00 | 0.00 | 0.70 | 0.31 | 0.31 | 0.21 | 0.16 | … | … | 0.00 | 0.00 | 2.52 | 0.00 | 0.00 | 0.07 | 1.61 | 0.00 | 0.00 |
Data as of 01/26/2018, Common starting date is 12/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRCBX (INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS B) |
-17.19%
Jan 2013 – Jan 2016 |
-11.72%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRCBX (INVESCO BALANCED-RISK COMMODITY STRATEGY FUND CLASS B) |
-1.72%
Dec 2014 – Dec 2017 |
-6.95%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart