Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GNDBX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS B) | NA | 15.73% | 4.53% | 6.46% | 2.98% | 7.03% | 5.97% | … | … |
Data as of 01/26/2018, Common starting date is 12/18/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNDBX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS B) | 12/18/1997 | 01/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | 15.73 | 4.53 | 6.46 | 2.98 | 7.03 | 5.97 | … | … | 3.65 | 15.00 | 2.56 | -7.65 | -1.08 | 28.34 | 12.54 | -3.74 | 12.19 | 26.51 | -44.31 | 4.33 | 18.01 | 8.65 | 21.07 | 36.90 | -10.01 | -17.44 | -8.30 | 51.18 | 8.83 | 2.27 |
| Sharpe Ratio | NA | 2.47 | 0.36 | 0.55 | 0.14 | NA | NA | … | … | 11.20 | 2.34 | 0.17 | -0.53 | -0.11 | 2.68 | 0.91 | -0.15 | 0.61 | 0.99 | -1.10 | 0.08 | 1.23 | 0.67 | 1.82 | 2.88 | -0.71 | -1.28 | -0.52 | 3.09 | 0.32 | 5.50 |
| Standard Deviation(%) | NA | 6.10 | 11.83 | 11.29 | 20.43 | NA | NA | … | … | 5.73 | 6.17 | 13.56 | 14.37 | 10.07 | 10.56 | 13.86 | 24.59 | 19.77 | 26.58 | 40.87 | 16.52 | 11.98 | 9.73 | 11.02 | 12.57 | 15.71 | 15.64 | 23.85 | 15.50 | 17.42 | 18.01 |
| Draw Down(%) | NA | 2.72 | 18.83 | 25.83 | 56.54 | NA | NA | … | … | 0.37 | 2.72 | 8.86 | 16.37 | 15.10 | 7.61 | 13.47 | 21.43 | 17.36 | 26.80 | 52.92 | 11.12 | 12.82 | 7.50 | 7.05 | 10.71 | 21.64 | 29.80 | 23.07 | 8.47 | 29.29 | 2.35 |
| Yield(%) | 0.00 | 2.43 | 2.65 | 2.88 | 1.93 | 6.41 | 5.89 | … | … | 0.00 | 2.49 | 2.88 | 3.09 | 2.91 | 1.85 | 1.51 | 0.29 | 0.51 | 0.42 | 4.28 | 15.07 | 12.29 | 9.99 | 6.09 | 1.40 | 0.00 | 0.32 | 7.32 | 12.90 | 1.32 | 4.33 |
Data as of 01/26/2018, Common starting date is 12/18/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNDBX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS B) |
-18.66%
Feb 2006 – Feb 2009 |
-6.49%
Feb 2004 – Feb 2009 |
-0.17%
Aug 2000 – Aug 2010 |
2.57%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNDBX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS B) |
26.11%
Mar 2003 – Mar 2006 |
19.52%
Feb 2009 – Feb 2014 |
9.05%
Jan 1998 – Jan 2008 |
7.14%
Oct 1998 – Oct 2013 |
Annualized Rolling Returns Comparison Chart