Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLCX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS C) | NA | -34.40% | -18.25% | -8.35% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 12/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVLCX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS C) | 12/19/2013 | 08/06/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -33.73 | -34.40 | -18.25 | -8.35 | NA | NA | NA | … | … | -40.73 | 7.94 | -19.58 | 30.31 | 11.55 | -20.20 | -4.91 | 1.50 |
| Sharpe Ratio | NA | -0.73 | -0.65 | -0.36 | NA | NA | NA | … | … | -0.94 | 0.58 | -1.51 | 2.98 | 0.66 | -1.18 | -0.43 | 10.94 |
| Standard Deviation(%) | NA | 48.40 | 29.79 | 25.32 | NA | NA | NA | … | … | 62.05 | 11.06 | 13.96 | 10.00 | 17.25 | 17.17 | 11.34 | 6.48 |
| Draw Down(%) | NA | 41.63 | 52.25 | 52.25 | NA | NA | NA | … | … | 41.63 | 12.46 | 26.97 | 4.65 | 11.37 | 28.62 | 17.86 | 0.70 |
| Yield(%) | 0.00 | 1.82 | 8.49 | 6.62 | 3.25 | 2.17 | 1.62 | … | … | 0.00 | 1.78 | 11.02 | 17.17 | 4.49 | 0.53 | 4.34 | 0.00 |
Data as of 08/06/2020, Common starting date is 12/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLCX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS C) |
-9.66%
Mar 2017 – Mar 2020 |
-5.80%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLCX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS C) |
8.57%
Jan 2016 – Jan 2019 |
0.14%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart