Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWAQ (Invesco DWA NASDAQ Momentum ETF) | NA | 25.86% | 17.60% | 12.47% | 13.01% | 8.17% | NA | … | … |
Data as of 02/27/2020, Common starting date is 05/02/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWAQ (Invesco DWA NASDAQ Momentum ETF) | 05/02/2003 | 02/27/2020 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 25.86 | 17.60 | 12.47 | 13.01 | 8.17 | NA | … | … | 7.10 | 45.49 | -14.27 | 31.24 | 5.20 | 4.37 | 3.12 | 44.70 | 7.63 | -8.68 | 23.39 | 20.57 | -36.39 | 1.35 | 6.04 | 9.56 | 12.57 | 37.54 |
| Sharpe Ratio | NA | 1.20 | 0.81 | 0.62 | 0.66 | NA | NA | … | … | 3.75 | 1.99 | -0.65 | 2.59 | 0.31 | 0.25 | 0.15 | 3.28 | 0.51 | -0.33 | 1.12 | 0.87 | -1.09 | -0.10 | 0.17 | 0.53 | 0.59 | 2.93 |
| Standard Deviation(%) | NA | 20.53 | 20.24 | 18.87 | 19.31 | NA | NA | … | … | 14.61 | 22.21 | 24.09 | 11.87 | 15.81 | 17.60 | 20.28 | 13.63 | 14.93 | 26.69 | 20.80 | 23.66 | 34.09 | 17.29 | 15.72 | 13.82 | 19.60 | 20.73 |
| Draw Down(%) | NA | 15.28 | 32.02 | 32.02 | 32.02 | NA | NA | … | … | 4.52 | 15.28 | 32.02 | 4.33 | 18.23 | 15.68 | 17.72 | 5.97 | 12.44 | 26.48 | 16.88 | 23.79 | 47.77 | 13.56 | 16.25 | 7.67 | 21.69 | 8.81 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 0.08 | 0.36 | 0.26 | 0.32 | … | … | 0.00 | 0.00 | 0.00 | 0.13 | 0.18 | 0.08 | 0.00 | 0.56 | 1.77 | 0.07 | 0.27 | 0.15 | 0.00 | 0.11 | 0.00 | 0.13 | 0.00 | 0.63 |
Data as of 02/27/2020, Common starting date is 05/02/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWAQ (Invesco DWA NASDAQ Momentum ETF) |
-17.06%
Feb 2006 – Feb 2009 |
-6.99%
Feb 2004 – Feb 2009 |
2.82%
Jan 2006 – Jan 2016 |
5.62%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWAQ (Invesco DWA NASDAQ Momentum ETF) |
20.18%
Feb 2009 – Feb 2012 |
21.06%
Feb 2009 – Feb 2014 |
14.59%
Feb 2009 – Feb 2019 |
9.05%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison Chart