Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIZRX (INVESCO MULTI-ASSET INFLATION FUND CLASS R) | NA | 0.09% | 1.67% | -0.87% | NA | NA | NA | … | … |
Data as of 10/30/2019, Common starting date is 10/15/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIZRX (INVESCO MULTI-ASSET INFLATION FUND CLASS R) | 10/15/2014 | 10/30/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.01 | 0.09 | 1.67 | -0.87 | NA | NA | NA | … | … | 7.01 | -10.59 | 6.05 | 9.69 | -11.60 | -3.31 |
| Sharpe Ratio | NA | -0.18 | 0.06 | -0.18 | NA | NA | NA | … | … | 1.06 | -1.27 | 1.01 | 0.88 | -1.12 | -1.30 |
| Standard Deviation(%) | NA | 7.70 | 7.27 | 8.87 | NA | NA | NA | … | … | 6.59 | 9.37 | 5.40 | 10.77 | 10.42 | 11.36 |
| Draw Down(%) | NA | 9.83 | 13.61 | 23.33 | NA | NA | NA | … | … | 4.49 | 15.50 | 3.93 | 7.78 | 15.46 | 8.00 |
| Yield(%) | 0.00 | 2.04 | 2.32 | 1.60 | 0.81 | 0.54 | 0.41 | … | … | 0.00 | 1.98 | 2.53 | 2.61 | 0.88 | 0.99 |
Data as of 10/30/2019, Common starting date is 10/15/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIZRX (INVESCO MULTI-ASSET INFLATION FUND CLASS R) |
-0.73%
Nov 2014 – Nov 2017 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIZRX (INVESCO MULTI-ASSET INFLATION FUND CLASS R) |
5.73%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart