Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
LCIGX (Invesco Large Cap Growth Institutional ) | NA | 30.11% | 1.63% | 4.77% | NA | NA | NA | 5.86% |
Data as of 06/07/2011, AR inception is 06/17/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
LCIGX (Invesco Large Cap Growth Institutional ) | 06/17/2004 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 30.11 | 1.63 | 4.77 | NA | NA | NA | 5.86 | 6.03 | 17.82 | 25.85 | -37.67 | 16.02 | 8.76 | 7.52 | 5.83 |
Sharpe Ratio | NA | 1.95 | 0.06 | 0.15 | NA | NA | NA | 0.17 | 1.00 | 0.98 | 1.15 | -1.06 | 0.75 | 0.41 | 0.45 | 0.81 |
Standard Deviation(%) | NA | 15.42 | 26.20 | 23.14 | NA | NA | NA | 20.56 | 14.65 | 18.07 | 22.40 | 36.16 | 17.32 | 13.39 | 11.87 | 12.16 |
Draw Down(%) | NA | 8.54 | 44.78 | 49.93 | NA | NA | NA | 49.93 | 8.54 | 15.04 | 20.05 | 47.05 | 10.66 | 13.31 | 8.08 | 10.54 |
Yield(%) | 0.00 | 0.00 | 0.18 | 0.13 | 0.07 | 0.05 | 0.04 | 0.12 | 0.00 | 0.00 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2011, AR inception is 06/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LCIGX (Invesco Large Cap Growth Institutional ) |
-12.72%
Feb 2006 - Feb 2009 |
0.00%
Aug 2005 - Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
LCIGX (Invesco Large Cap Growth Institutional ) |
14.94%
Oct 2004 - Oct 2007 |
4.38%
May 2006 - May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart