Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNFX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R5) | NA | -19.08% | -9.01% | -6.83% | 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 |
|---|---|---|
| CPNFX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R5) | 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 | -19.08 | -9.01 | -6.83 | NA | NA | NA | … | … | -18.85 | -9.25 | 3.14 | -8.83 | 2.09 | 8.12 | 10.45 | -2.50 |
| Sharpe Ratio | NA | -2.31 | -1.29 | -0.97 | NA | NA | NA | … | … | -2.28 | -1.61 | 0.23 | -1.25 | 0.23 | 0.92 | 1.41 | -9.24 |
| Standard Deviation(%) | NA | 8.43 | 7.74 | 7.80 | NA | NA | NA | … | … | 8.51 | 6.61 | 8.00 | 7.60 | 8.13 | 8.76 | 7.40 | 6.47 |
| Draw Down(%) | NA | 19.33 | 27.36 | 32.94 | NA | NA | NA | … | … | 19.22 | 11.41 | 4.15 | 8.83 | 13.24 | 10.60 | 6.02 | 2.50 |
| Yield(%) | 0.00 | 0.00 | 3.24 | 3.85 | 3.35 | 2.23 | 1.68 | … | … | 0.00 | 0.00 | 9.88 | 11.12 | 0.06 | 12.53 | 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 |
|---|---|---|---|---|
| CPNFX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R5) |
-9.58%
Oct 2017 – Oct 2020 |
-7.17%
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 |
|---|---|---|---|---|
| CPNFX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R5) |
5.52%
Feb 2014 – Feb 2017 |
1.42%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart