Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDLB (Invesco FTSE International Low Beta Equal Weight ETF) | NA | -7.88% | 2.50% | -3.55% | NA | NA | NA | … | … |
Data as of 04/06/2023, Common starting date is 11/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDLB (Invesco FTSE International Low Beta Equal Weight ETF) | 11/05/2015 | 04/06/2023 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.88 | 2.50 | -3.55 | NA | NA | NA | … | … | 0.42 | -15.66 | 5.51 | -7.27 | 14.68 | -12.40 | 26.70 | 1.77 | -1.76 |
| Sharpe Ratio | NA | -0.62 | 0.09 | -0.26 | NA | NA | NA | … | … | -0.34 | -0.93 | 0.45 | -0.24 | 1.35 | -1.00 | 3.07 | 0.09 | -0.69 |
| Standard Deviation(%) | NA | 17.29 | 17.12 | 18.11 | NA | NA | NA | … | … | 11.69 | 18.44 | 12.30 | 30.85 | 9.82 | 13.78 | 8.54 | 16.98 | 16.32 |
| Draw Down(%) | NA | 22.07 | 31.20 | 34.68 | NA | NA | NA | … | … | 7.23 | 28.60 | 8.35 | 33.34 | 7.42 | 18.78 | 3.07 | 10.92 | 4.56 |
| Yield(%) | 0.00 | 2.18 | 3.05 | 2.44 | 2.04 | 1.36 | 1.02 | … | … | 0.42 | 2.23 | 3.54 | 0.69 | 4.07 | 2.09 | 3.37 | 2.40 | 0.00 |
Data as of 04/06/2023, Common starting date is 11/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDLB (Invesco FTSE International Low Beta Equal Weight ETF) |
-9.21%
Sep 2019 – Sep 2022 |
-5.41%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDLB (Invesco FTSE International Low Beta Equal Weight ETF) |
9.31%
Feb 2016 – Feb 2019 |
5.12%
Jan 2016 – Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart