Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSKX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R5) | NA | 158,543.23% | 1,065.34% | 341.24% | 110.97% | NA | NA | … | … |
Data as of 04/04/2025, Common starting date is 08/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSKX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R5) | 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 | 158,543.23 | 1,065.34 | 341.24 | 110.97 | NA | NA | … | … | 1.00 | 1.89 | 1.51 | -11.93 | -0.79 | 3.64 | 3.92 | -3.50 | 7.50 | 9.40 | -3.13 | 4.97 | 3.01 |
| Sharpe Ratio | NA | -1.56 | -0.85 | -0.30 | -0.15 | NA | NA | … | … | 0.21 | -0.81 | -0.60 | -1.64 | -0.12 | 0.34 | 0.42 | -0.67 | 1.40 | 1.19 | -0.44 | 1.02 | 1.49 |
| Standard Deviation(%) | NA | 5.66 | 6.15 | 6.66 | 6.95 | NA | NA | … | … | 4.70 | 5.77 | 4.63 | 8.12 | 6.93 | 9.90 | 5.93 | 7.19 | 4.92 | 7.70 | 7.20 | 4.87 | 6.23 |
| Draw Down(%) | NA | 4.79 | 9.14 | 18.28 | 18.28 | NA | NA | … | … | 0.98 | 4.91 | 3.41 | 12.51 | 5.40 | 15.56 | 5.43 | 10.73 | 3.26 | 4.43 | 8.99 | 5.78 | 2.94 |
| Yield(%) | 0.00 | 98.32 | 32.67 | 20.86 | 10.86 | 7.77 | 5.83 | … | … | 101.54 | 8.60 | 1.62 | 0.00 | 5.66 | 0.00 | 7.66 | 0.29 | 4.59 | 13.68 | 2.44 | 3.70 | 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 |
|---|---|---|---|---|
| GMSKX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R5) |
-4.31%
Aug 2021 – Aug 2024 |
-2.37%
Jan 2018 – Jan 2023 |
0.62%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSKX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R5) |
1,066.79%
Mar 2022 – Mar 2025 |
341.57%
Mar 2020 – Mar 2025 |
110.83%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart