Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FIDYX (Invesco Dynamics Inv) | NA | 30.44% | 17.80% | 7.66% | 8.29% | 4.40% | 8.45% | … | … |
Data as of 07/12/2013, Common starting date is 01/03/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FIDYX (Invesco Dynamics Inv) | 01/03/1986 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.34 | 30.44 | 17.80 | 7.66 | 8.29 | 4.40 | 8.45 | … | … | 20.28 | 12.90 | -4.40 | 23.46 | 42.87 | -47.06 | 12.35 | 16.53 | 10.36 | 11.94 | 38.27 | -33.08 | -32.89 | -7.77 | 71.11 | 20.05 | 24.12 | 15.52 | 37.66 | -1.80 | 19.17 | 13.26 | 66.92 | -6.38 | 22.71 | 1.20 | 12.15 | 6.97 |
| Sharpe Ratio | NA | 2.11 | 0.81 | 0.26 | 0.31 | NA | NA | … | … | 2.84 | 0.78 | -0.15 | 1.04 | 1.43 | -1.15 | 0.53 | 0.89 | 0.66 | 0.74 | 1.89 | -1.05 | -0.89 | -0.26 | 3.19 | 0.67 | -1.63 | 0.98 | 3.72 | -0.36 | 1.07 | 0.63 | 3.47 | -0.66 | 1.38 | -0.21 | 0.21 | 0.09 |
| Standard Deviation(%) | NA | 14.40 | 22.00 | 29.06 | 23.81 | NA | NA | … | … | 14.71 | 16.61 | 29.74 | 22.43 | 29.86 | 41.66 | 17.63 | 14.98 | 12.44 | 14.86 | 19.85 | 32.62 | 40.12 | 45.29 | 21.30 | 24.96 | 18.98 | 12.13 | 9.10 | 13.05 | 15.88 | 17.15 | 18.10 | 17.51 | 12.29 | 16.18 | 38.40 | 30.44 |
| Draw Down(%) | NA | 7.76 | 27.76 | 50.67 | 59.48 | NA | NA | … | … | 6.93 | 13.21 | 27.76 | 18.90 | 22.27 | 56.96 | 14.10 | 14.47 | 9.14 | 14.89 | 12.52 | 45.45 | 52.74 | 35.13 | 11.20 | 34.01 | 13.27 | 12.39 | 4.39 | 13.75 | 10.67 | 18.60 | 9.45 | 28.21 | 10.37 | 13.14 | 44.00 | 28.67 |
| Yield(%) | 0.00 | 1.05 | 1.56 | 0.83 | 0.64 | 1.13 | 4.55 | … | … | 0.00 | 1.08 | 2.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.10 | 0.30 | 6.68 | 6.39 | 15.35 | 11.12 | 17.14 | 17.91 | 7.07 | 2.79 | 17.12 | 1.55 | 6.07 | 1.39 | 19.42 | 25.94 |
Data as of 07/12/2013, Common starting date is 01/03/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIDYX (Invesco Dynamics Inv) |
-30.43%
Feb 2000 – Feb 2003 |
-11.93%
Feb 2000 – Feb 2005 |
-5.95%
Aug 2000 – Aug 2010 |
3.48%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FIDYX (Invesco Dynamics Inv) |
47.33%
Mar 1997 – Mar 2000 |
36.10%
Feb 1995 – Feb 2000 |
28.08%
Sep 1990 – Sep 2000 |
15.82%
Feb 1986 – Feb 2001 |
Annualized Rolling Returns Comparison Chart