Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNSX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R6) | NA | -19.25% | -9.08% | -6.89% | 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 |
|---|---|---|
| CPNSX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R6) | 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 | -19.25 | -9.08 | -6.89 | NA | NA | NA | … | … | -19.02 | -9.26 | 3.14 | -8.84 | 1.99 | 8.12 | 10.45 | -2.50 |
| Sharpe Ratio | NA | -2.34 | -1.31 | -0.99 | NA | NA | NA | … | … | -2.32 | -1.63 | 0.23 | -1.25 | 0.22 | 0.93 | 1.41 | -9.24 |
| Standard Deviation(%) | NA | 8.37 | 7.66 | 7.75 | NA | NA | NA | … | … | 8.46 | 6.55 | 7.87 | 7.58 | 8.13 | 8.75 | 7.40 | 6.47 |
| Draw Down(%) | NA | 19.36 | 27.39 | 33.03 | NA | NA | NA | … | … | 19.36 | 11.42 | 4.16 | 8.84 | 13.33 | 10.60 | 5.93 | 2.50 |
| Yield(%) | 0.00 | 0.00 | 3.25 | 3.85 | 3.35 | 2.23 | 1.68 | … | … | 0.00 | 0.00 | 9.89 | 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 |
|---|---|---|---|---|
| CPNSX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R6) |
-9.64%
Oct 2017 – Oct 2020 |
-7.18%
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 |
|---|---|---|---|---|
| CPNSX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS R6) |
5.52%
Feb 2014 – Feb 2017 |
1.40%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart