Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSITX (Invesco Constellation I) | NA | 19.70% | 14.13% | 6.20% | 4.58% | NA | NA | 3.61% |
Data as of 09/13/2013, AR inception is 05/15/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSITX (Invesco Constellation I) | 05/15/2002 | 09/13/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 19.70 | 14.13 | 6.20 | 4.58 | NA | NA | 3.61 | 22.64 | 12.74 | -7.77 | 15.86 | 21.34 | -42.39 | 12.53 | 6.35 | 8.98 | 6.83 | 29.98 | -21.05 |
| Sharpe Ratio | NA | 1.54 | 0.74 | 0.22 | 0.17 | NA | NA | 0.12 | 2.72 | 0.85 | -0.30 | 0.87 | 1.10 | -1.15 | 0.55 | 0.22 | 0.57 | 0.43 | 1.57 | -1.05 |
| Standard Deviation(%) | NA | 12.74 | 19.02 | 24.10 | 20.40 | NA | NA | 20.87 | 12.37 | 14.97 | 26.31 | 18.08 | 19.37 | 37.63 | 17.29 | 13.86 | 12.02 | 13.80 | 18.61 | 30.64 |
| Draw Down(%) | NA | 9.25 | 22.74 | 41.84 | 55.74 | NA | NA | 55.74 | 7.00 | 13.64 | 22.74 | 16.35 | 20.64 | 50.26 | 10.85 | 14.19 | 8.89 | 13.73 | 12.85 | 29.16 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.17 | 0.10 | 0.06 | 0.05 | 0.09 | 0.00 | 0.00 | 0.00 | 0.10 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/13/2013, AR inception is 05/15/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSITX (Invesco Constellation I) |
-16.59%
Feb 2006 - Feb 2009 |
-7.38%
Feb 2004 - Feb 2009 |
2.52%
Jun 2002 - Jun 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSITX (Invesco Constellation I) |
18.86%
Feb 2009 - Feb 2012 |
14.26%
Sep 2002 - Sep 2007 |
5.24%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart