Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLRX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R) | NA | -35.60% | -18.50% | -8.52% | 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 |
|---|---|---|
| LVLRX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R) | 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 (%) | -35.11 | -35.60 | -18.50 | -8.52 | NA | NA | NA | … | … | -10.28 | 3.67 | -4.13 | 30.87 | 12.23 | -20.63 | -4.39 | 1.50 |
| Sharpe Ratio | NA | -0.15 | -0.08 | 0.06 | NA | NA | NA | … | … | -0.53 | 0.07 | -0.14 | 3.02 | 0.69 | -1.19 | -0.39 | 10.83 |
| Standard Deviation(%) | NA | 38.58 | 32.20 | 27.07 | NA | NA | NA | … | … | 32.10 | 31.00 | 38.87 | 10.07 | 17.40 | 17.37 | 11.41 | 6.55 |
| Draw Down(%) | NA | 35.12 | 41.82 | 41.82 | NA | NA | NA | … | … | 35.12 | 22.93 | 26.27 | 4.53 | 11.34 | 29.23 | 17.68 | 0.70 |
| Yield(%) | 0.00 | 2.47 | 8.95 | 6.98 | 3.45 | 2.30 | 1.72 | … | … | 0.00 | 2.41 | 11.79 | 17.59 | 5.36 | 0.14 | 4.57 | 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 |
|---|---|---|---|---|
| LVLRX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R) |
-9.22%
Mar 2017 – Mar 2020 |
-5.54%
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 |
|---|---|---|---|---|
| LVLRX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R) |
9.18%
Jan 2016 – Jan 2019 |
0.46%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart