Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPSCX (Invesco US Small Cap Value Y ) | NA | 26.84% | 7.56% | 7.59% | 8.32% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPSCX (Invesco US Small Cap Value Y ) | 06/21/1996 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.84 | 7.56 | 7.59 | 8.32 | NA | NA | … | … | -0.59 | 30.42 | 30.60 | -26.92 | 0.30 | 26.13 | 8.49 | 20.00 | 39.20 | -15.15 | -6.80 | 3.56 | 26.13 | -1.33 | 30.48 | 18.93 |
| Sharpe Ratio | NA | 1.30 | 0.21 | 0.23 | 0.30 | NA | NA | … | … | -0.08 | 1.35 | 0.98 | -0.67 | -0.16 | 1.72 | 0.49 | 1.50 | 2.27 | -0.69 | -0.46 | -0.02 | 1.63 | -0.27 | 2.04 | 1.00 |
| Standard Deviation(%) | NA | 20.63 | 32.33 | 27.46 | 22.83 | NA | NA | … | … | 18.70 | 22.50 | 31.01 | 41.49 | 17.57 | 13.24 | 12.64 | 12.68 | 16.94 | 23.74 | 20.23 | 26.54 | 13.93 | 17.93 | 13.05 | 35.13 |
| Draw Down(%) | NA | 11.77 | 49.19 | 54.85 | 54.85 | NA | NA | … | … | 9.37 | 18.74 | 31.47 | 46.70 | 14.55 | 10.53 | 9.66 | 9.69 | 13.20 | 32.01 | 25.69 | 26.56 | 13.20 | 32.97 | 10.88 | 18.05 |
| Yield(%) | 0.00 | 0.35 | 1.57 | 5.78 | 5.70 | 8.64 | 6.48 | … | … | 0.00 | 0.45 | 0.00 | 4.34 | 12.33 | 12.69 | 5.91 | 10.04 | 0.50 | 0.35 | 0.42 | 8.82 | 8.94 | 12.49 | 18.97 | 17.78 |
Data as of 06/07/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSCX (Invesco US Small Cap Value Y ) |
-13.78%
Feb 2000 – Feb 2003 |
-2.33%
Mar 1998 – Mar 2003 |
4.20%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPSCX (Invesco US Small Cap Value Y ) |
28.13%
Mar 2003 – Mar 2006 |
21.08%
Sep 2002 – Sep 2007 |
12.62%
Jul 1996 – Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart