Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IBVIX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R5) | NA | 9.87% | 17.32% | 3.89% | 5.09% | 2.85% | NA | … | … |
Data as of 04/24/2023, Common starting date is 06/16/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBVIX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R5) | 06/16/2004 | 04/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 9.87 | 17.32 | 3.89 | 5.09 | 2.85 | NA | … | … | 11.06 | -9.10 | 4.66 | 17.16 | 25.30 | -21.46 | 24.75 | 3.26 | -2.31 | -0.42 | 11.60 | 14.61 | -13.72 | 6.63 | 31.24 | -39.36 | 9.50 | 25.07 | 6.18 | 14.34 |
| Sharpe Ratio | NA | 0.35 | 0.87 | 0.14 | 0.26 | NA | NA | … | … | 2.81 | -0.45 | 0.34 | 0.53 | 1.95 | -1.48 | 2.96 | 0.17 | -0.16 | -0.04 | 0.94 | 0.91 | -0.54 | 0.32 | 1.15 | -0.99 | 0.39 | 1.65 | 0.38 | 2.53 |
| Standard Deviation(%) | NA | 20.78 | 18.90 | 20.55 | 17.33 | NA | NA | … | … | 13.36 | 23.30 | 13.46 | 31.83 | 12.22 | 15.52 | 8.17 | 17.75 | 15.04 | 10.45 | 12.27 | 16.20 | 25.41 | 20.30 | 27.19 | 40.53 | 16.18 | 13.19 | 10.35 | 10.47 |
| Draw Down(%) | NA | 20.42 | 30.80 | 37.79 | 41.05 | NA | NA | … | … | 6.58 | 28.60 | 10.20 | 36.34 | 8.28 | 29.43 | 2.51 | 12.82 | 15.44 | 12.43 | 10.14 | 17.86 | 25.15 | 19.85 | 27.70 | 51.15 | 10.89 | 13.76 | 6.64 | 5.95 |
| Yield(%) | 10.75 | 14.23 | 9.39 | 5.56 | 4.70 | 3.22 | 4.35 | … | … | 11.90 | 2.51 | 4.42 | 1.28 | 2.89 | 6.86 | 2.09 | 2.16 | 1.65 | 5.96 | 2.45 | 2.69 | 3.10 | 2.30 | 2.82 | 2.73 | 10.23 | 5.70 | 0.00 | 0.00 |
Data as of 04/24/2023, Common starting date is 06/16/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBVIX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R5) |
-13.49%
Feb 2006 – Feb 2009 |
-7.38%
May 2007 – May 2012 |
0.30%
Dec 2006 – Dec 2016 |
0.19%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBVIX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R5) |
19.22%
Sep 2004 – Sep 2007 |
13.81%
Feb 2009 – Feb 2014 |
7.64%
Feb 2009 – Feb 2019 |
4.24%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart