Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDYAX (Invesco Dynamics A) | NA | 30.39% | 18.89% | 8.25% | 8.59% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 04/29/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDYAX (Invesco Dynamics A) | 04/29/2002 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.31 | 30.39 | 18.89 | 8.25 | 8.59 | NA | NA | … | … | 20.23 | 12.90 | -1.67 | 23.46 | 42.87 | -47.09 | 12.39 | 16.47 | 10.36 | 12.02 | 38.30 | -23.50 |
| Sharpe Ratio | NA | 2.11 | 0.86 | 0.28 | 0.32 | NA | NA | … | … | 2.85 | 0.78 | -0.06 | 1.04 | 1.43 | -1.15 | 0.53 | 0.87 | 0.65 | 0.74 | 1.90 | -0.97 |
| Standard Deviation(%) | NA | 14.38 | 21.93 | 28.72 | 23.42 | NA | NA | … | … | 14.67 | 16.60 | 30.13 | 22.43 | 29.85 | 41.66 | 17.65 | 14.98 | 12.46 | 15.01 | 19.79 | 34.88 |
| Draw Down(%) | NA | 7.76 | 27.79 | 50.67 | 59.49 | NA | NA | … | … | 6.93 | 13.21 | 27.79 | 18.90 | 22.27 | 56.98 | 14.09 | 14.47 | 9.13 | 14.87 | 12.42 | 37.06 |
| Yield(%) | 0.00 | 1.05 | 1.56 | 0.83 | 0.66 | 0.41 | 0.31 | … | … | 0.00 | 1.08 | 2.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.20 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 04/29/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYAX (Invesco Dynamics A) |
-17.13%
Feb 2006 – Feb 2009 |
-6.14%
Feb 2004 – Feb 2009 |
5.35%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYAX (Invesco Dynamics A) |
30.03%
Feb 2009 – Feb 2012 |
20.31%
Sep 2002 – Sep 2007 |
9.84%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart