Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNAX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS A) | NA | -19.03% | -9.19% | -7.06% | NA | NA | NA | … | … |
Data as of 12/22/2020, Common starting date is 12/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPNAX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS A) | 12/19/2013 | 12/22/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | -19.03 | -9.19 | -7.06 | NA | NA | NA | … | … | -18.80 | -9.54 | 2.82 | -9.28 | 1.90 | 7.90 | 10.14 | -2.50 |
| Sharpe Ratio | NA | -2.32 | -1.32 | -1.00 | NA | NA | NA | … | … | -2.30 | -1.65 | 0.19 | -1.30 | 0.21 | 0.90 | 1.37 | -9.43 |
| Standard Deviation(%) | NA | 8.35 | 7.70 | 7.79 | NA | NA | NA | … | … | 8.43 | 6.64 | 7.93 | 7.64 | 8.15 | 8.73 | 7.41 | 6.34 |
| Draw Down(%) | NA | 19.15 | 27.43 | 33.60 | NA | NA | NA | … | … | 19.03 | 11.60 | 4.32 | 9.28 | 13.30 | 10.72 | 5.94 | 2.50 |
| Yield(%) | 0.00 | 0.00 | 3.28 | 3.87 | 3.33 | 2.22 | 1.67 | … | … | 0.00 | 0.00 | 9.99 | 11.19 | 0.06 | 12.41 | 0.00 | 0.00 |
Data as of 12/22/2020, Common starting date is 12/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPNAX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS A) |
-9.75%
Oct 2017 – Oct 2020 |
-7.36%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPNAX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS A) |
5.32%
Feb 2014 – Feb 2017 |
1.11%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart