Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMFC (Invesco Multi-Factor Core Fixed Income ETF) | NA | 7.27% | NA | NA | NA | NA | NA | … | … |
Data as of 02/27/2020, Common starting date is 09/17/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMFC (Invesco Multi-Factor Core Fixed Income ETF) | 09/17/2018 | 02/27/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.27 | NA | NA | NA | NA | NA | … | … | 1.08 | 3.32 | -0.28 |
| Sharpe Ratio | NA | -0.49 | NA | NA | NA | NA | NA | … | … | -1.85 | 0.64 | -0.67 |
| Standard Deviation(%) | NA | 5.52 | NA | NA | NA | NA | NA | … | … | 12.09 | 2.96 | 3.76 |
| Draw Down(%) | NA | 6.14 | NA | NA | NA | NA | NA | … | … | 4.89 | 2.79 | 1.91 |
| Yield(%) | 0.00 | 8.54 | 3.34 | 2.00 | 1.00 | 0.67 | 0.50 | … | … | 4.73 | 4.22 | 0.91 |
Data as of 02/27/2020, Common starting date is 09/17/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMFC (Invesco Multi-Factor Core Fixed Income ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| IMFC (Invesco Multi-Factor Core Fixed Income ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart