Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPVLX (Invesco Value II Y ) | NA | 29.47% | 6.57% | 3.75% | 4.36% | NA | NA | 7.74% |
Data as of 06/07/2011, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPVLX (Invesco Value II Y ) | 06/21/1996 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 29.47 | 6.57 | 3.75 | 4.36 | NA | NA | 7.74 | 5.95 | 16.25 | 38.62 | -36.52 | -2.14 | 17.10 | 4.87 | 17.91 | 34.82 | -22.66 | 4.62 | 23.38 | -2.25 | -2.39 | 23.21 | 16.80 |
| Sharpe Ratio | NA | 1.99 | 0.20 | 0.10 | 0.14 | NA | NA | 0.12 | 1.23 | 0.90 | 1.29 | -0.90 | -0.34 | 1.55 | 0.30 | 1.60 | 1.97 | -0.90 | 0.12 | 0.95 | -0.37 | -0.34 | -2.40 | 3.17 |
| Standard Deviation(%) | NA | 14.81 | 30.89 | 25.99 | 22.11 | NA | NA | 20.08 | 11.68 | 17.90 | 29.86 | 41.35 | 15.07 | 8.96 | 9.15 | 10.63 | 17.30 | 26.31 | 19.21 | 20.43 | 14.92 | 16.84 | 13.28 | 9.69 |
| Draw Down(%) | NA | 7.92 | 48.84 | 58.64 | 58.64 | NA | NA | 58.64 | 6.72 | 15.22 | 30.06 | 48.60 | 12.41 | 5.76 | 5.58 | 7.52 | 14.89 | 38.92 | 21.88 | 14.39 | 22.10 | 28.43 | 9.01 | 7.28 |
| Yield(%) | 0.00 | 1.35 | 1.55 | 4.81 | 4.21 | 6.75 | 5.06 | 7.23 | 0.00 | 1.37 | 1.94 | 2.23 | 7.88 | 12.47 | 9.44 | 1.82 | 1.80 | 0.94 | 1.42 | 1.43 | 13.53 | 15.94 | 13.31 | 8.38 |
Data as of 06/07/2011, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPVLX (Invesco Value II Y ) |
-17.33%
Feb 2006 - Feb 2009 |
-7.59%
Feb 2004 - Feb 2009 |
-0.24%
Feb 1999 - Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPVLX (Invesco Value II Y ) |
22.48%
Mar 2003 - Mar 2006 |
17.56%
Sep 2002 - Sep 2007 |
9.60%
Jul 1996 - Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart