Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MAVVX (Invesco Value FDP Fd of FDP Srs Inc Cl I) | NA | 7.71% | 6.79% | 6.62% | 10.37% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MAVVX (Invesco Value FDP Fd of FDP Srs Inc Cl I) | 10/12/2005 | 03/05/2020 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.71 | 6.79 | 6.62 | 10.37 | NA | NA | … | … | 0.00 | 18.11 | -7.41 | 16.00 | 17.64 | -6.66 | 8.85 | 35.07 | 19.03 | -1.69 | 14.82 | 27.53 | -37.11 | -5.57 | 13.08 | 6.49 |
| Sharpe Ratio | NA | 0.72 | 0.49 | 0.43 | 0.65 | NA | NA | … | … | 0.00 | 1.66 | -0.61 | 1.64 | 1.00 | -0.41 | 0.74 | 3.02 | 1.37 | -0.07 | 0.83 | 0.96 | -0.93 | -0.60 | 1.14 | 3.79 |
| Standard Deviation(%) | NA | 8.94 | 11.21 | 13.65 | 15.25 | NA | NA | … | … | NA | 10.03 | 14.44 | 9.42 | 17.40 | 16.44 | 11.97 | 11.59 | 13.96 | 24.73 | 17.75 | 28.63 | 40.86 | 14.32 | 8.58 | 8.11 |
| Draw Down(%) | NA | 6.07 | 18.02 | 23.44 | 23.44 | NA | NA | … | … | 0.00 | 6.07 | 18.02 | 5.73 | 14.85 | 15.71 | 9.95 | 5.16 | 11.50 | 22.29 | 15.29 | 29.49 | 48.16 | 13.37 | 5.37 | 1.17 |
| Yield(%) | 0.00 | 8.66 | 16.40 | 11.83 | 11.66 | 7.28 | 5.46 | … | … | 0.00 | 9.49 | 28.64 | 16.33 | 6.18 | 1.94 | 1.79 | 0.79 | 1.37 | 1.46 | 0.67 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/05/2020, Common starting date is 10/12/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAVVX (Invesco Value FDP Fd of FDP Srs Inc Cl I) |
-19.60%
Feb 2006 – Feb 2009 |
-4.34%
Sep 2006 – Sep 2011 |
3.55%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MAVVX (Invesco Value FDP Fd of FDP Srs Inc Cl I) |
26.12%
Feb 2009 – Feb 2012 |
24.04%
Feb 2009 – Feb 2014 |
15.23%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart