Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EQWM (Invesco S&P MidCap Quality ETF) | NA | 36.99% | 16.86% | 15.21% | 14.80% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 12/04/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQWM (Invesco S&P MidCap Quality ETF) | 12/04/2006 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.86 | 36.99 | 16.86 | 15.21 | 14.80 | NA | NA | … | … | 15.72 | 24.80 | 16.36 | -9.06 | 15.63 | 16.15 | -6.51 | 13.05 | 33.42 | 13.24 | -1.39 | 21.15 | 29.55 | -40.16 | 5.61 | 0.60 |
| Sharpe Ratio | NA | 1.92 | 0.58 | 0.66 | 0.76 | NA | NA | … | … | 1.35 | 0.66 | 2.49 | -0.68 | 1.78 | 0.95 | -0.43 | 1.11 | 2.72 | 0.90 | -0.06 | 1.04 | 1.17 | -1.09 | 0.16 | 0.96 |
| Standard Deviation(%) | NA | 19.33 | 25.62 | 20.87 | 18.60 | NA | NA | … | … | 18.97 | 37.29 | 12.85 | 15.23 | 8.45 | 16.70 | 15.05 | 11.79 | 12.29 | 14.71 | 25.11 | 20.29 | 25.09 | 37.66 | 15.89 | 5.55 |
| Draw Down(%) | NA | 9.64 | 37.20 | 37.20 | 37.20 | NA | NA | … | … | 8.94 | 37.20 | 8.71 | 21.82 | 4.10 | 13.30 | 15.53 | 9.62 | 6.52 | 13.46 | 23.66 | 15.10 | 24.74 | 54.36 | 13.19 | 0.84 |
| Yield(%) | 0.00 | 1.37 | 1.36 | 1.64 | 2.50 | 1.65 | 1.24 | … | … | 0.47 | 1.39 | 1.55 | 1.41 | 1.21 | 1.90 | 1.24 | 1.41 | 1.46 | 1.75 | 1.00 | 1.01 | 0.98 | 0.54 | 0.53 | 0.17 |
Data as of 08/23/2021, Common starting date is 12/04/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQWM (Invesco S&P MidCap Quality ETF) |
-9.95%
Jun 2007 – Jun 2010 |
-2.77%
May 2007 – May 2012 |
5.23%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQWM (Invesco S&P MidCap Quality ETF) |
25.20%
Feb 2009 – Feb 2012 |
22.53%
Feb 2009 – Feb 2014 |
14.96%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart