Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LCBIX (Invesco Large Cap Basic Value Instl) | NA | 9.27% | 3.62% | 8.44% | 5.19% | NA | NA | … | … |
Data as of 09/06/2024, Common starting date is 05/24/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCBIX (Invesco Large Cap Basic Value Instl) | 05/24/2013 | 09/06/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.48 | 9.27 | 3.62 | 8.44 | 5.19 | NA | NA | … | … | 2.14 | 15.05 | -11.70 | 32.49 | -4.92 | 29.17 | -21.38 | 11.08 | 25.19 | -9.31 | 2.11 | 17.52 |
| Sharpe Ratio | NA | 0.27 | 0.03 | 0.23 | 0.17 | NA | NA | … | … | -0.04 | 0.53 | -0.53 | 1.51 | -0.11 | 1.73 | -1.31 | 0.77 | 1.26 | -0.57 | 0.14 | 2.26 |
| Standard Deviation(%) | NA | 19.54 | 21.66 | 28.49 | 23.45 | NA | NA | … | … | 18.68 | 20.50 | 24.98 | 21.54 | 47.46 | 16.09 | 17.37 | 13.65 | 19.77 | 16.51 | 14.84 | 13.56 |
| Draw Down(%) | NA | 11.28 | 23.66 | 49.03 | 51.25 | NA | NA | … | … | 9.62 | 17.30 | 23.07 | 11.59 | 48.95 | 11.74 | 29.35 | 9.05 | 16.30 | 15.87 | 13.46 | 5.23 |
| Yield(%) | 1.66 | 2.95 | 5.18 | 5.23 | 6.12 | 5.15 | 3.86 | … | … | 1.78 | 1.15 | 7.47 | 6.58 | 0.51 | 6.65 | 9.54 | 16.77 | 9.93 | 4.07 | 10.26 | 9.27 |
Data as of 09/06/2024, Common starting date is 05/24/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCBIX (Invesco Large Cap Basic Value Instl) |
-12.66%
Mar 2017 – Mar 2020 |
-5.34%
Mar 2015 – Mar 2020 |
4.10%
Oct 2013 – Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCBIX (Invesco Large Cap Basic Value Instl) |
22.63%
Mar 2020 – Mar 2023 |
11.11%
Feb 2016 – Feb 2021 |
6.46%
Aug 2013 – Aug 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart