Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSTRX (Invesco Constellation R) | NA | 18.89% | 13.29% | 5.33% | 3.77% | NA | NA | … | … |
Data as of 09/13/2013, Common starting date is 07/23/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSTRX (Invesco Constellation R) | 07/23/2002 | 09/13/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 18.89 | 13.29 | 5.33 | 3.77 | NA | NA | … | … | 22.08 | 11.95 | -8.50 | 14.82 | 20.13 | -42.82 | 11.71 | 5.59 | 8.20 | 5.95 | 29.02 | 7.54 |
| Sharpe Ratio | NA | 1.48 | 0.70 | 0.18 | 0.13 | NA | NA | … | … | 2.66 | 0.80 | -0.32 | 0.82 | 1.03 | -1.16 | 0.51 | 0.17 | 0.50 | 0.36 | 1.53 | 0.53 |
| Standard Deviation(%) | NA | 12.73 | 18.84 | 23.84 | 20.11 | NA | NA | … | … | 12.35 | 15.01 | 26.31 | 18.05 | 19.37 | 37.62 | 17.30 | 13.84 | 12.05 | 13.75 | 18.55 | 31.81 |
| Draw Down(%) | NA | 9.38 | 22.87 | 42.09 | 56.19 | NA | NA | … | … | 7.06 | 13.75 | 22.87 | 16.56 | 20.76 | 50.58 | 10.93 | 14.34 | 8.92 | 14.08 | 12.98 | 16.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/13/2013, Common starting date is 07/23/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSTRX (Invesco Constellation R) |
-17.22%
Feb 2006 – Feb 2009 |
-8.08%
Feb 2004 – Feb 2009 |
2.60%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSTRX (Invesco Constellation R) |
17.83%
Feb 2009 – Feb 2012 |
13.41%
Sep 2002 – Sep 2007 |
4.42%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart