Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNCX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS C) | NA | -19.61% | -9.87% | -7.75% | 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 |
|---|---|---|
| CPNCX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS C) | 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 (%) | 0.00 | -19.61 | -9.87 | -7.75 | NA | NA | NA | … | … | -19.37 | -10.24 | 2.03 | -9.95 | 1.14 | 7.09 | 9.44 | -2.60 |
| Sharpe Ratio | NA | -2.34 | -1.39 | -1.09 | NA | NA | NA | … | … | -2.31 | -1.75 | 0.09 | -1.40 | 0.11 | 0.80 | 1.27 | -9.27 |
| Standard Deviation(%) | NA | 8.55 | 7.79 | 7.82 | NA | NA | NA | … | … | 8.63 | 6.65 | 7.97 | 7.61 | 8.11 | 8.78 | 7.39 | 6.61 |
| Draw Down(%) | NA | 19.73 | 28.63 | 36.02 | NA | NA | NA | … | … | 19.61 | 11.86 | 4.71 | 9.95 | 13.76 | 10.99 | 6.14 | 2.60 |
| Yield(%) | 0.00 | 0.00 | 3.39 | 3.92 | 3.30 | 2.20 | 1.65 | … | … | 0.00 | 0.00 | 10.32 | 11.43 | 0.06 | 12.20 | 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 |
|---|---|---|---|---|
| CPNCX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS C) |
-10.42%
Oct 2017 – Oct 2020 |
-8.06%
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 |
|---|---|---|---|---|
| CPNCX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS C) |
4.51%
Feb 2014 – Feb 2017 |
0.35%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart