Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNRX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R) | NA | -19.22% | -9.41% | -7.28% | 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 |
|---|---|---|
| CPNRX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R) | 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 | -19.22 | -9.41 | -7.28 | NA | NA | NA | … | … | -18.99 | -9.69 | 2.47 | -9.43 | 1.62 | 7.61 | 9.95 | -2.60 |
| Sharpe Ratio | NA | -2.33 | -1.35 | -1.03 | NA | NA | NA | … | … | -2.30 | -1.69 | 0.14 | -1.33 | 0.17 | 0.86 | 1.35 | -9.27 |
| Standard Deviation(%) | NA | 8.41 | 7.71 | 7.79 | NA | NA | NA | … | … | 8.49 | 6.57 | 7.94 | 7.62 | 8.16 | 8.80 | 7.37 | 6.61 |
| Draw Down(%) | NA | 19.34 | 27.82 | 34.45 | NA | NA | NA | … | … | 19.22 | 11.52 | 4.49 | 9.43 | 13.53 | 10.84 | 6.04 | 2.60 |
| Yield(%) | 0.00 | 0.00 | 3.32 | 3.88 | 3.32 | 2.21 | 1.66 | … | … | 0.00 | 0.00 | 10.11 | 11.27 | 0.06 | 12.32 | 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 |
|---|---|---|---|---|
| CPNRX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R) |
-9.96%
Oct 2017 – Oct 2020 |
-7.58%
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 |
|---|---|---|---|---|
| CPNRX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R) |
5.02%
Feb 2014 – Feb 2017 |
0.90%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart