Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWTR (Invesco DWA Tactical Sector Rotation ETF) | NA | 22.73% | 12.34% | NA | NA | NA | NA | … | … |
Data as of 02/27/2020, Common starting date is 10/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWTR (Invesco DWA Tactical Sector Rotation ETF) | 10/12/2015 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.73 | 12.34 | NA | NA | NA | NA | … | … | 7.70 | 34.20 | -12.91 | 17.18 | -3.02 | -1.10 |
| Sharpe Ratio | NA | 1.38 | 0.63 | NA | NA | NA | NA | … | … | 5.03 | 1.98 | -0.63 | 1.29 | -0.21 | -0.28 |
| Standard Deviation(%) | NA | 15.48 | 17.74 | NA | NA | NA | NA | … | … | 12.01 | 16.53 | 22.52 | 12.92 | 15.23 | 17.49 |
| Draw Down(%) | NA | 7.14 | 29.51 | NA | NA | NA | NA | … | … | 3.39 | 7.14 | 29.51 | 6.55 | 17.14 | 4.94 |
| Yield(%) | 0.00 | 0.74 | 0.48 | 0.45 | 0.23 | 0.15 | 0.11 | … | … | 0.00 | 0.88 | 0.04 | 0.57 | 0.86 | 0.00 |
Data as of 02/27/2020, Common starting date is 10/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWTR (Invesco DWA Tactical Sector Rotation ETF) |
-0.34%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWTR (Invesco DWA Tactical Sector Rotation ETF) |
11.05%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart