Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FRN (Invesco Frontier Markets ETF) | NA | 10.42% | 5.24% | 1.48% | -2.33% | 3.59% | NA | … | … |
Data as of 02/14/2020, Common starting date is 09/10/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FRN (Invesco Frontier Markets ETF) | 09/10/2003 | 02/14/2020 |
| 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 (%) | 4.74 | 10.42 | 5.24 | 1.48 | -2.33 | 3.59 | NA | … | … | 3.37 | 17.21 | -17.98 | 28.47 | 8.03 | -22.91 | -14.50 | -17.84 | 8.93 | -25.78 | 33.19 | 51.15 | -21.68 | 26.53 | 42.44 | 2.26 | -12.85 | 30.76 |
| Sharpe Ratio | NA | 0.70 | 0.31 | 0.06 | -0.16 | NA | NA | … | … | 1.68 | 1.29 | -1.21 | 2.65 | 0.56 | -1.42 | -0.93 | -1.24 | 0.69 | -1.06 | 1.62 | 1.43 | -0.22 | 1.34 | 1.15 | 0.00 | -0.32 | 4.16 |
| Standard Deviation(%) | NA | 13.07 | 13.38 | 13.98 | 16.06 | NA | NA | … | … | 17.77 | 12.29 | 16.01 | 10.56 | 14.04 | 16.14 | 15.57 | 14.41 | 12.92 | 24.27 | 20.45 | 35.66 | 82.15 | 29.43 | 34.29 | 33.89 | 43.11 | 32.99 |
| Draw Down(%) | NA | 8.99 | 27.36 | 34.81 | 62.89 | NA | NA | … | … | 5.14 | 8.99 | 27.36 | 4.59 | 13.36 | 26.02 | 25.58 | 26.03 | 13.07 | 29.05 | 13.24 | 24.32 | 55.53 | 12.79 | 26.07 | 40.78 | 58.45 | 13.92 |
| Yield(%) | 3.23 | 3.40 | 1.20 | 0.66 | 2.43 | 3.49 | 3.08 | … | … | 3.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/14/2020, Common starting date is 09/10/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRN (Invesco Frontier Markets ETF) |
-21.48%
Jan 2013 – Jan 2016 |
-15.23%
Dec 2010 – Dec 2015 |
-5.55%
Jun 2008 – Jun 2018 |
-0.91%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FRN (Invesco Frontier Markets ETF) |
38.58%
Jul 2005 – Jul 2008 |
24.59%
Dec 2005 – Dec 2010 |
5.59%
Sep 2004 – Sep 2014 |
2.52%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart