Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| INAIX (INVESCO INTERNATIONAL ALLOCATION FUND CLASS R5) | NA | -11.53% | -3.03% | -1.59% | 3.41% | NA | NA | … | … |
Data as of 05/15/2020, Common starting date is 11/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INAIX (INVESCO INTERNATIONAL ALLOCATION FUND CLASS R5) | 11/15/2005 | 05/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.19 | -11.53 | -3.03 | -1.59 | 3.41 | NA | NA | … | … | -20.63 | 23.11 | -16.00 | 25.38 | 6.52 | -9.04 | -1.35 | 13.53 | 14.09 | -8.35 | 12.83 | 38.90 | -44.10 | 10.66 | 26.64 | 4.69 |
| Sharpe Ratio | NA | -0.48 | -0.23 | -0.14 | 0.18 | NA | NA | … | … | -1.14 | 2.04 | -1.32 | 3.15 | 0.37 | -0.62 | -0.14 | 1.28 | 1.01 | -0.36 | 0.67 | 1.44 | -1.18 | 0.49 | 1.94 | 4.22 |
| Standard Deviation(%) | NA | 26.25 | 17.79 | 16.86 | 16.26 | NA | NA | … | … | 40.82 | 10.63 | 13.15 | 7.90 | 16.97 | 14.71 | 9.94 | 10.53 | 14.07 | 23.21 | 18.94 | 27.01 | 38.10 | 15.79 | 12.10 | 10.05 |
| Draw Down(%) | NA | 35.36 | 36.38 | 36.38 | 36.38 | NA | NA | … | … | 35.36 | 7.36 | 23.76 | 3.33 | 12.07 | 18.54 | 11.82 | 9.62 | 13.99 | 22.34 | 16.34 | 25.99 | 54.69 | 11.71 | 14.35 | 2.30 |
| Yield(%) | 2.18 | 3.82 | 2.71 | 2.24 | 2.99 | 3.12 | 2.34 | … | … | 1.75 | 2.08 | 1.61 | 2.92 | 2.03 | 1.75 | 2.17 | 2.06 | 4.68 | 1.84 | 2.82 | 3.61 | 7.79 | 4.09 | 2.41 | 0.00 |
Data as of 05/15/2020, Common starting date is 11/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INAIX (INVESCO INTERNATIONAL ALLOCATION FUND CLASS R5) |
-14.95%
Feb 2006 – Feb 2009 |
-5.03%
May 2007 – May 2012 |
0.96%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INAIX (INVESCO INTERNATIONAL ALLOCATION FUND CLASS R5) |
23.23%
Feb 2009 – Feb 2012 |
17.33%
Feb 2009 – Feb 2014 |
9.52%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart