Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IIBRX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R) | NA | 9.40% | 16.74% | 3.38% | 4.48% | 2.15% | NA | 4.86% |
Data as of 04/24/2023, AR inception is 11/24/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIBRX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R) | 11/24/2003 | 04/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 9.40 | 16.74 | 3.38 | 4.48 | 2.15 | NA | 4.86 | 10.91 | -9.55 | 0.31 | 16.55 | 24.73 | -21.88 | 24.19 | 2.66 | -3.16 | -1.27 | 10.83 | 13.63 | -14.53 | 5.71 | 30.09 | -39.92 | 8.64 | 24.16 | 10.09 | 18.41 | 9.02 |
| Sharpe Ratio | NA | 0.30 | 0.83 | 0.11 | 0.22 | NA | NA | 0.20 | 2.64 | -0.47 | 0.02 | 0.51 | 1.91 | -1.49 | 2.89 | 0.14 | -0.21 | -0.12 | 0.88 | 0.85 | -0.57 | 0.28 | 1.10 | -1.00 | 0.35 | 1.59 | 0.81 | 1.33 | 17.11 |
| Standard Deviation(%) | NA | 20.76 | 18.88 | 20.56 | 17.33 | NA | NA | 19.62 | 13.28 | 23.29 | 13.87 | 31.89 | 12.21 | 15.54 | 8.19 | 17.62 | 15.02 | 10.60 | 12.32 | 16.17 | 25.35 | 20.34 | 27.17 | 40.53 | 16.18 | 13.17 | 9.75 | 13.14 | 8.08 |
| Draw Down(%) | NA | 20.56 | 31.27 | 38.40 | 41.69 | NA | NA | 58.16 | 6.64 | 28.85 | 13.70 | 36.44 | 8.37 | 29.72 | 2.58 | 12.79 | 15.77 | 12.68 | 10.27 | 18.07 | 25.52 | 19.90 | 27.72 | 51.50 | 10.98 | 13.84 | 6.59 | 7.87 | 0.98 |
| Yield(%) | 10.39 | 13.33 | 8.41 | 4.96 | 3.98 | 2.60 | 4.32 | 4.55 | 11.47 | 2.03 | 3.75 | 0.74 | 2.19 | 6.28 | 1.49 | 1.44 | 0.77 | 5.14 | 1.52 | 1.63 | 2.19 | 1.26 | 1.68 | 1.81 | 9.39 | 4.83 | 3.99 | 0.00 | 0.34 |
Data as of 04/24/2023, AR inception is 11/24/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIBRX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R) |
-14.19%
Feb 2006 - Feb 2009 |
-8.19%
May 2007 - May 2012 |
-0.53%
Dec 2006 - Dec 2016 |
-0.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIBRX (INVESCO INTERNATIONAL CORE EQUITY FUND CLASS R) |
20.14%
May 2004 - May 2007 |
12.82%
Feb 2009 - Feb 2014 |
6.83%
Feb 2009 - Feb 2019 |
3.60%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison Chart