Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCVVX (Invesco Value FDP Fd of FDP Srs Inc Cl C) | NA | 7.12% | 5.90% | 5.67% | 9.31% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCVVX (Invesco Value FDP Fd of FDP Srs Inc Cl C) | 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 | 7.12 | 5.90 | 5.67 | 9.31 | NA | NA | … | … | 0.00 | 17.32 | -8.36 | 14.89 | 16.39 | -7.56 | 7.74 | 33.78 | 17.79 | -2.64 | 13.70 | 26.73 | -36.94 | -5.68 | 12.81 | 6.51 |
| Sharpe Ratio | NA | 0.65 | 0.41 | 0.36 | 0.59 | NA | NA | … | … | 0.00 | 1.57 | -0.67 | 1.53 | 0.93 | -0.46 | 0.65 | 2.93 | 1.29 | -0.11 | 0.76 | 0.93 | -0.92 | -0.61 | 1.13 | 3.89 |
| Standard Deviation(%) | NA | 8.99 | 11.23 | 13.63 | 15.22 | NA | NA | … | … | NA | 10.11 | 14.45 | 9.37 | 17.35 | 16.42 | 11.94 | 11.52 | 13.83 | 24.71 | 17.80 | 28.49 | 40.86 | 14.32 | 8.46 | 7.93 |
| Draw Down(%) | NA | 6.14 | 18.41 | 23.90 | 23.90 | NA | NA | … | … | 0.00 | 6.14 | 18.41 | 5.93 | 14.98 | 15.95 | 10.02 | 5.19 | 11.62 | 22.60 | 15.47 | 29.57 | 48.33 | 13.56 | 5.58 | 1.26 |
| Yield(%) | 0.00 | 8.29 | 16.14 | 11.29 | 10.51 | 6.51 | 4.88 | … | … | 0.00 | 9.07 | 28.64 | 16.09 | 5.19 | 1.00 | 0.73 | 0.35 | 0.26 | 0.43 | 0.33 | 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 |
|---|---|---|---|---|
| MCVVX (Invesco Value FDP Fd of FDP Srs Inc Cl C) |
-19.62%
Feb 2006 – Feb 2009 |
-4.73%
Sep 2006 – Sep 2011 |
2.85%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCVVX (Invesco Value FDP Fd of FDP Srs Inc Cl C) |
24.97%
Feb 2009 – Feb 2012 |
22.88%
Feb 2009 – Feb 2014 |
14.11%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart