Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDVVX (Invesco Value FDP Fd of FDP Srs Inc Cl A) | NA | 7.55% | 6.56% | 6.39% | 10.11% | NA | NA | … | … |
Data as of 03/05/2020, Common starting date is 10/12/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDVVX (Invesco Value FDP Fd of FDP Srs Inc Cl A) | 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 | 7.55 | 6.56 | 6.39 | 10.11 | NA | NA | … | … | 0.00 | 17.99 | -7.69 | 15.71 | 17.29 | -6.81 | 8.56 | 34.77 | 18.67 | -1.83 | 14.53 | 27.42 | -37.14 | -5.57 | 12.98 | 6.49 |
| Sharpe Ratio | NA | 0.71 | 0.47 | 0.41 | 0.64 | NA | NA | … | … | 0.00 | 1.66 | -0.62 | 1.61 | 0.98 | -0.41 | 0.72 | 3.02 | 1.35 | -0.08 | 0.81 | 0.96 | -0.93 | -0.61 | 1.15 | 3.91 |
| Standard Deviation(%) | NA | 8.85 | 11.22 | 13.65 | 15.25 | NA | NA | … | … | NA | 10.00 | 14.50 | 9.39 | 17.36 | 16.49 | 11.93 | 11.50 | 13.87 | 24.82 | 17.80 | 28.56 | 40.89 | 14.26 | 8.44 | 7.86 |
| Draw Down(%) | NA | 6.09 | 18.10 | 23.54 | 23.54 | NA | NA | … | … | 0.00 | 6.09 | 18.10 | 5.78 | 14.90 | 15.75 | 9.97 | 5.13 | 11.49 | 22.34 | 15.42 | 29.49 | 48.20 | 13.39 | 5.46 | 1.17 |
| Yield(%) | 0.00 | 8.60 | 16.35 | 11.71 | 11.38 | 7.09 | 5.32 | … | … | 0.00 | 9.41 | 28.71 | 16.24 | 5.97 | 1.72 | 1.43 | 0.70 | 1.14 | 1.23 | 0.86 | 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 |
|---|---|---|---|---|
| MDVVX (Invesco Value FDP Fd of FDP Srs Inc Cl A) |
-19.60%
Feb 2006 – Feb 2009 |
-4.45%
Sep 2006 – Sep 2011 |
3.38%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDVVX (Invesco Value FDP Fd of FDP Srs Inc Cl A) |
25.79%
Feb 2009 – Feb 2012 |
23.74%
Feb 2009 – Feb 2014 |
14.95%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart