Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLSX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R6) | NA | -0.17% | -5.33% | 0.38% | 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 |
|---|---|---|
| LVLSX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R6) | 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 (%) | 0.00 | -0.17 | -5.33 | 0.38 | NA | NA | NA | … | … | -10.11 | 3.04 | -2.26 | 31.64 | 12.72 | -19.88 | -3.93 | 1.50 |
| Sharpe Ratio | NA | -0.17 | -0.07 | 0.07 | NA | NA | NA | … | … | -0.54 | 0.05 | -0.09 | 3.11 | 0.72 | -1.16 | -0.35 | 10.83 |
| Standard Deviation(%) | NA | 40.55 | 34.07 | 28.36 | NA | NA | NA | … | … | 32.16 | 33.42 | 41.55 | 10.03 | 17.21 | 17.17 | 11.41 | 6.55 |
| Draw Down(%) | NA | 35.19 | 42.72 | 42.72 | NA | NA | NA | … | … | 35.09 | 24.05 | 26.05 | 4.51 | 11.20 | 28.66 | 17.58 | 0.70 |
| Yield(%) | 0.63 | 3.59 | 9.57 | 7.67 | 3.79 | 2.53 | 1.89 | … | … | 0.56 | 2.93 | 12.64 | 18.15 | 6.02 | 0.96 | 4.93 | 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 |
|---|---|---|---|---|
| LVLSX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R6) |
-8.80%
Mar 2017 – Mar 2020 |
-4.99%
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 |
|---|---|---|---|---|
| LVLSX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R6) |
9.64%
Jan 2016 – Jan 2019 |
1.04%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart