Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/29/2024.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DEF (Invesco Defensive Equity ETF) | NA | 9.70% | 9.20% | 10.81% | 10.16% | 9.15% | NA | 5.96% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DEF (Invesco Defensive Equity ETF) | 12/15/2006 | 01/29/2024 |
The return data shown below all have the same latest date: 01/29/2024.
AR inception is since 12/15/2006.
AR inception is since 12/15/2006.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.16 | 9.70 | 9.20 | 10.81 | 10.16 | 9.15 | NA | 5.96 | 0.64 | 10.71 | -4.86 | 26.34 | 7.61 | 28.00 | -3.92 | 21.52 | 14.10 | -4.63 | 13.14 | 22.41 | 7.23 | -24.67 | 19.45 | 22.25 | -30.34 | 4.84 | -0.10 |
Sharpe Ratio | NA | 0.43 | 0.51 | 0.49 | 0.58 | NA | NA | 0.27 | 0.56 | 0.56 | -0.33 | 2.36 | 0.22 | 2.38 | -0.36 | 3.44 | 1.20 | -0.35 | 1.51 | 2.30 | 0.87 | -0.57 | 1.53 | 1.30 | -1.01 | 0.13 | -1.05 |
Standard Deviation(%) | NA | 11.38 | 14.24 | 19.17 | 15.77 | NA | NA | 18.94 | 9.22 | 11.76 | 18.91 | 11.13 | 33.36 | 11.18 | 14.73 | 6.09 | 11.55 | 13.14 | 8.70 | 9.72 | 8.33 | 43.18 | 12.67 | 17.02 | 30.94 | 14.18 | 5.73 |
Draw Down(%) | NA | 10.28 | 17.75 | 36.53 | 36.53 | NA | NA | 47.91 | 1.66 | 10.28 | 17.74 | 6.74 | 36.53 | 5.17 | 16.06 | 2.45 | 6.78 | 13.53 | 7.17 | 7.93 | 6.64 | 35.01 | 9.47 | 21.78 | 40.31 | 11.59 | 0.93 |
Yield(%) | 0.00 | 1.72 | 1.67 | 1.87 | 2.64 | 4.45 | 2.48 | 2.92 | 0.00 | 1.74 | 1.35 | 1.34 | 1.42 | 1.48 | 1.32 | 1.94 | 2.45 | 3.05 | 2.85 | 2.70 | 2.75 | 1.52 | 1.85 | 3.15 | 1.96 | 1.63 | 0.02 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DEF (Invesco Defensive Equity ETF) |
-7.01%
May 2007 - May 2010 |
-6.13%
May 2007 - May 2012 |
2.46%
Jan 2007 - Jan 2017 |
4.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DEF (Invesco Defensive Equity ETF) |
19.83%
Dec 2018 - Dec 2021 |
14.96%
Dec 2016 - Dec 2021 |
12.49%
Dec 2011 - Dec 2021 |
9.01%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart