Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILSBX (Invesco Leisure B) | NA | 36.30% | 21.39% | 10.76% | 6.92% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 04/24/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILSBX (Invesco Leisure B) | 04/24/2002 | 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 (%) | -1.78 | 36.30 | 21.39 | 10.76 | 6.92 | NA | NA | … | … | 21.08 | 25.29 | -4.67 | 20.97 | 30.60 | -43.16 | -1.64 | 23.30 | -1.99 | 12.81 | 29.43 | -18.43 |
| Sharpe Ratio | NA | 2.30 | 1.06 | 0.39 | 0.27 | NA | NA | … | … | 2.60 | 1.65 | -0.18 | 1.01 | 1.08 | -1.09 | -0.31 | 2.00 | -0.41 | 1.05 | 1.71 | -1.03 |
| Standard Deviation(%) | NA | 15.77 | 20.20 | 27.33 | 21.56 | NA | NA | … | … | 16.76 | 15.45 | 25.60 | 20.67 | 28.28 | 40.21 | 14.94 | 10.05 | 10.06 | 11.33 | 16.84 | 25.78 |
| Draw Down(%) | NA | 6.89 | 22.13 | 49.83 | 61.56 | NA | NA | … | … | 6.49 | 10.37 | 22.13 | 20.77 | 26.87 | 56.30 | 12.24 | 10.15 | 9.61 | 13.31 | 13.93 | 27.07 |
| Yield(%) | 0.00 | 13.87 | 7.20 | 5.20 | 5.56 | 3.49 | 2.62 | … | … | 0.00 | 15.24 | 3.21 | 0.19 | 0.46 | 6.15 | 7.71 | 8.00 | 10.43 | 0.30 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 04/24/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILSBX (Invesco Leisure B) |
-17.13%
Feb 2006 – Feb 2009 |
-8.97%
Feb 2004 – Feb 2009 |
3.44%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILSBX (Invesco Leisure B) |
26.77%
Feb 2009 – Feb 2012 |
14.60%
Sep 2002 – Sep 2007 |
7.91%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart