Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LCGIX (Invesco Large Cap Growth Investor ) | NA | -5.20% | 5.68% | 3.44% | 2.04% | NA | NA | 2.74% |
Data as of 11/20/2014, AR inception is 10/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LCGIX (Invesco Large Cap Growth Investor ) | 10/20/2003 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.20 | 5.68 | 3.44 | 2.04 | NA | NA | 2.74 | -9.79 | 30.54 | -21.75 | 5.87 | 17.13 | 25.04 | -37.98 | 15.48 | 8.14 | 7.01 | 9.30 | 3.98 |
| Sharpe Ratio | NA | -0.34 | -0.11 | 0.13 | 0.04 | NA | NA | 0.08 | -0.77 | 2.56 | -0.43 | 0.98 | 0.94 | 1.11 | -1.07 | 0.72 | 0.36 | 0.41 | 0.63 | 1.27 |
| Standard Deviation(%) | NA | 15.37 | 25.56 | 25.65 | 26.26 | NA | NA | 20.78 | 14.27 | 11.92 | 33.82 | 14.53 | 18.11 | 22.38 | 36.14 | 17.36 | 13.38 | 11.85 | 13.36 | 16.63 |
| Draw Down(%) | NA | 11.43 | 29.51 | 31.12 | 50.29 | NA | NA | 50.29 | 11.43 | 7.37 | 29.51 | 8.54 | 15.19 | 20.09 | 47.34 | 10.70 | 13.47 | 8.18 | 10.97 | 5.23 |
| Yield(%) | 0.00 | 4.22 | 1.98 | 1.24 | 0.64 | 0.47 | 0.35 | 0.64 | 0.00 | 5.10 | 0.74 | 0.00 | 0.00 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2014, AR inception is 10/20/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCGIX (Invesco Large Cap Growth Investor ) |
-13.18%
Feb 2006 - Feb 2009 |
-4.88%
Feb 2004 - Feb 2009 |
2.61%
Oct 2004 - Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LCGIX (Invesco Large Cap Growth Investor ) |
14.36%
Oct 2004 - Oct 2007 |
8.14%
Sep 2009 - Sep 2014 |
2.69%
Sep 2004 - Sep 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart