Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSLX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R6) | NA | 136,184.44% | 1,007.80% | 328.05% | 107.77% | NA | NA | … | … |
Data as of 04/04/2025, Common starting date is 08/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSLX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R6) | 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 | 136,184.44 | 1,007.80 | 328.05 | 107.77 | NA | NA | … | … | 0.86 | 1.76 | 1.51 | -11.84 | -0.80 | 3.64 | 3.93 | -3.50 | 7.51 | 9.29 | -3.13 | 4.87 | 2.91 |
| Sharpe Ratio | NA | -1.58 | -0.85 | -0.31 | -0.15 | NA | NA | … | … | 0.09 | -0.84 | -0.60 | -1.63 | -0.12 | 0.34 | 0.43 | -0.67 | 1.42 | 1.17 | -0.44 | 1.00 | 1.43 |
| Standard Deviation(%) | NA | 5.67 | 6.15 | 6.65 | 6.95 | NA | NA | … | … | 4.70 | 5.76 | 4.61 | 8.16 | 6.90 | 9.86 | 5.94 | 7.22 | 4.87 | 7.75 | 7.24 | 4.85 | 6.28 |
| Draw Down(%) | NA | 4.80 | 9.16 | 18.32 | 18.32 | NA | NA | … | … | 1.12 | 4.92 | 3.42 | 12.54 | 5.41 | 15.38 | 5.54 | 10.74 | 3.36 | 4.43 | 9.00 | 5.78 | 2.94 |
| Yield(%) | 0.00 | 98.30 | 32.67 | 20.86 | 10.85 | 7.75 | 5.81 | … | … | 101.53 | 8.62 | 1.63 | 0.00 | 5.68 | 0.00 | 7.67 | 0.29 | 4.60 | 13.69 | 2.44 | 3.69 | 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 |
|---|---|---|---|---|
| GMSLX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R6) |
-4.32%
Aug 2021 – Aug 2024 |
-2.39%
Jan 2018 – Jan 2023 |
0.61%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSLX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R6) |
1,009.18%
Mar 2022 – Mar 2025 |
328.37%
Mar 2020 – Mar 2025 |
107.63%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart