Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDICX (Invesco Dynamics Instl) | NA | 30.50% | 18.13% | 8.04% | 8.71% | NA | NA | 0.73% |
Data as of 07/12/2013, AR inception is 07/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDICX (Invesco Dynamics Instl) | 07/31/2000 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.96 | 30.50 | 18.13 | 8.04 | 8.71 | NA | NA | 0.73 | 20.08 | 13.34 | -3.99 | 23.99 | 43.64 | -46.87 | 12.75 | 17.02 | 10.89 | 12.53 | 38.75 | -32.75 | -32.74 | -14.64 |
| Sharpe Ratio | NA | 2.12 | 0.83 | 0.28 | 0.33 | NA | NA | -0.02 | 2.82 | 0.81 | -0.13 | 1.07 | 1.46 | -1.14 | 0.56 | 0.92 | 0.70 | 0.77 | 1.93 | -1.04 | -0.89 | -0.82 |
| Standard Deviation(%) | NA | 14.36 | 21.79 | 28.63 | 23.36 | NA | NA | 26.61 | 14.69 | 16.57 | 29.81 | 22.43 | 29.74 | 41.65 | 17.62 | 14.96 | 12.48 | 15.03 | 19.70 | 32.63 | 40.06 | 43.45 |
| Draw Down(%) | NA | 7.68 | 27.66 | 50.60 | 59.25 | NA | NA | 71.69 | 6.90 | 13.17 | 27.66 | 18.84 | 22.17 | 56.79 | 14.04 | 14.36 | 9.09 | 14.74 | 12.50 | 45.26 | 52.64 | 32.72 |
| Yield(%) | 0.00 | 1.08 | 1.68 | 0.90 | 0.71 | 0.22 | 0.17 | 0.28 | 0.00 | 1.12 | 2.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/12/2013, AR inception is 07/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDICX (Invesco Dynamics Instl) |
-25.67%
Sep 2000 - Sep 2003 |
-10.83%
Aug 2000 - Aug 2005 |
-5.60%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDICX (Invesco Dynamics Instl) |
29.40%
Feb 2009 - Feb 2012 |
20.82%
Sep 2002 - Sep 2007 |
10.01%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart