Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EQWS (Invesco Russell 2000 Equal Weight ETF) | NA | 2.56% | 15.23% | 6.41% | 14.50% | NA | NA | … | … |
Data as of 02/27/2019, Common starting date is 12/04/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EQWS (Invesco Russell 2000 Equal Weight ETF) | 12/04/2006 | 02/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.56 | 15.23 | 6.41 | 14.50 | NA | NA | … | … | 17.61 | -14.85 | 11.25 | 25.12 | -9.30 | 8.76 | 37.47 | 12.37 | -1.39 | 22.82 | 16.10 | -34.08 | -4.58 | 0.48 |
| Sharpe Ratio | NA | 0.06 | 0.96 | 0.36 | 0.72 | NA | NA | … | … | 12.07 | -0.89 | 0.89 | 1.33 | -0.52 | 0.60 | 2.75 | 0.82 | -0.05 | 0.97 | 0.52 | -0.84 | -0.40 | 0.31 |
| Standard Deviation(%) | NA | 18.25 | 15.93 | 16.50 | 19.72 | NA | NA | … | … | 15.22 | 18.16 | 11.97 | 18.65 | 17.86 | 14.56 | 13.62 | 15.09 | 28.36 | 23.32 | 30.54 | 41.43 | 19.14 | 11.20 |
| Draw Down(%) | NA | 26.89 | 26.89 | 28.58 | 28.58 | NA | NA | … | … | 2.42 | 26.89 | 7.33 | 16.12 | 18.95 | 9.11 | 5.95 | 11.12 | 27.08 | 22.08 | 33.03 | 47.19 | 15.65 | 2.20 |
| Yield(%) | 0.00 | 1.11 | 1.53 | 1.16 | 2.56 | 0.91 | 0.68 | … | … | 0.00 | 1.08 | 1.07 | 1.42 | 1.08 | 0.62 | 1.72 | 1.92 | 0.68 | 0.46 | 0.92 | 0.21 | 1.20 | 0.01 |
Data as of 02/27/2019, 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 |
|---|---|---|---|---|
| EQWS (Invesco Russell 2000 Equal Weight ETF) |
-12.55%
Jun 2007 – Jun 2010 |
-3.68%
May 2007 – May 2012 |
4.41%
May 2007 – May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EQWS (Invesco Russell 2000 Equal Weight ETF) |
26.09%
Feb 2009 – Feb 2012 |
23.20%
Feb 2009 – Feb 2014 |
12.01%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart