Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDYYX (Invesco Dynamics Y) | NA | 30.43% | 17.98% | NA | NA | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 10/10/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDYYX (Invesco Dynamics Y) | 10/10/2008 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.05 | 30.43 | 17.98 | NA | NA | NA | NA | … | … | 20.12 | 13.18 | -4.15 | 23.71 | 43.34 | -4.68 |
| Sharpe Ratio | NA | 2.11 | 0.81 | NA | NA | NA | NA | … | … | 2.82 | 0.80 | -0.14 | 1.05 | 1.45 | -0.29 |
| Standard Deviation(%) | NA | 14.37 | 22.01 | NA | NA | NA | NA | … | … | 14.71 | 16.56 | 29.79 | 22.44 | 29.80 | 67.90 |
| Draw Down(%) | NA | 7.71 | 27.72 | NA | NA | NA | NA | … | … | 6.94 | 13.17 | 27.72 | 18.88 | 22.26 | 30.06 |
| Yield(%) | 0.00 | 1.10 | 1.67 | 1.35 | 0.67 | 0.45 | 0.34 | … | … | 0.00 | 1.13 | 2.89 | 0.00 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 10/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYYX (Invesco Dynamics Y) |
10.30%
Dec 2009 – Dec 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYYX (Invesco Dynamics Y) |
29.13%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart