Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JBJDX (Invesco Sm-Md Spec Val Y ) | NA | 38.80% | 6.08% | 7.16% | NA | NA | NA | 13.16% |
Data as of 06/07/2011, AR inception is 09/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JBJDX (Invesco Sm-Md Spec Val Y ) | 09/05/2002 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 38.80 | 6.08 | 7.16 | NA | NA | NA | 13.16 | 8.11 | 26.79 | 34.50 | -38.14 | 9.05 | 17.30 | 10.29 | 20.74 | 38.99 | -0.44 |
| Sharpe Ratio | NA | 2.16 | 0.19 | 0.24 | NA | NA | NA | 0.52 | 1.26 | 1.37 | 1.28 | -1.00 | 0.39 | 1.28 | 0.76 | 1.73 | 2.90 | -0.11 |
| Standard Deviation(%) | NA | 17.91 | 29.63 | 25.19 | NA | NA | NA | 20.59 | 15.84 | 19.54 | 26.85 | 39.05 | 15.46 | 11.00 | 10.71 | 11.45 | 13.19 | 21.93 |
| Draw Down(%) | NA | 9.22 | 52.24 | 58.36 | NA | NA | NA | 58.36 | 6.66 | 16.21 | 28.97 | 52.63 | 11.80 | 9.39 | 8.32 | 8.48 | 9.59 | 14.39 |
| Yield(%) | 0.00 | 0.00 | 1.57 | 7.00 | 9.04 | 6.03 | 4.52 | 11.30 | 0.00 | 0.00 | 0.00 | 4.57 | 18.02 | 12.85 | 15.38 | 11.04 | 0.00 | 0.00 |
Data as of 06/07/2011, AR inception is 09/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBJDX (Invesco Sm-Md Spec Val Y ) |
-14.01%
Feb 2006 - Feb 2009 |
-3.45%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JBJDX (Invesco Sm-Md Spec Val Y ) |
26.37%
Mar 2003 - Mar 2006 |
20.91%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart