Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSDX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS A) | NA | -312,438.24% | nan% | nan% | nan% | NA | NA | … | … |
Data as of 04/04/2025, Common starting date is 08/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSDX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS A) | 08/30/2013 | 04/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -312,438.24 | nan | nan | nan | NA | NA | … | … | -323,534.01 | 1.63 | 1.25 | -12.04 | 2.59 | 3.31 | 3.92 | -3.75 | 7.30 | 9.02 | -3.32 | 4.51 | 2.91 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | -0.35 | -0.52 | -1.66 | 0.44 | 0.31 | 0.42 | -0.72 | 1.37 | 1.14 | -0.47 | 0.92 | 1.42 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 5.73 | 4.62 | 8.16 | 5.88 | 9.85 | 5.83 | 7.16 | 4.86 | 7.74 | 7.21 | 4.87 | 6.31 |
| Draw Down(%) | NA | 312,438.24 | 309,272.31 | 288,014.06 | 288,014.06 | NA | NA | … | … | 317,586.85 | 5.10 | 3.45 | 12.63 | 4.67 | 15.55 | 5.47 | 10.88 | 3.37 | 4.44 | 9.11 | 5.89 | 2.95 |
| Yield(%) | 0.00 | 98.12 | 32.44 | 21.40 | 10.96 | 7.80 | 5.85 | … | … | 101.54 | 8.41 | 1.38 | 0.00 | 8.92 | 0.00 | 7.57 | 0.16 | 4.60 | 13.42 | 2.16 | 3.44 | 6.49 |
Data as of 04/04/2025, Common starting date is 08/30/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSDX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS A) |
-3.37%
Aug 2021 – Aug 2024 |
-1.88%
Jan 2018 – Jan 2023 |
0.75%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSDX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS A) |
6.88%
Aug 2015 – Aug 2018 |
4.56%
Apr 2014 – Apr 2019 |
2.02%
Mar 2014 – Mar 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart