Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSAIX (INVESCO AMERICAN VALUE FUND CLASS Y) | NA | -2.40% | 8.86% | 6.49% | 8.12% | 7.74% | NA | 7.76% |
Data as of 02/17/2023, AR inception is 02/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSAIX (INVESCO AMERICAN VALUE FUND CLASS Y) | 02/17/2006 | 02/17/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.40 | 8.86 | 6.49 | 8.12 | 7.74 | NA | 7.76 | 1.87 | -3.18 | 13.05 | 1.49 | 24.94 | -12.61 | 9.73 | 15.97 | -8.73 | 9.72 | 34.36 | 17.32 | 0.82 | 22.18 | 39.97 | -40.87 | 8.00 | 15.39 |
| Sharpe Ratio | NA | -0.16 | 0.27 | 0.21 | 0.37 | NA | NA | 0.32 | 0.60 | -0.18 | 0.59 | 0.03 | 1.52 | -0.81 | 0.90 | 0.87 | -0.56 | 0.79 | 3.06 | 1.36 | 0.03 | 1.15 | 1.33 | -1.02 | 0.34 | 1.49 |
| Standard Deviation(%) | NA | 25.55 | 30.16 | 25.47 | 20.58 | NA | NA | 22.09 | 20.09 | 25.42 | 22.08 | 41.64 | 15.46 | 17.29 | 10.17 | 18.09 | 15.61 | 12.31 | 11.23 | 12.83 | 24.96 | 19.26 | 30.05 | 40.88 | 14.82 | 9.83 |
| Draw Down(%) | NA | 20.38 | 44.70 | 45.50 | 45.50 | NA | NA | 58.73 | 5.48 | 21.94 | 17.52 | 45.50 | 10.22 | 24.94 | 8.82 | 16.04 | 17.69 | 10.25 | 5.17 | 9.08 | 24.74 | 15.75 | 28.41 | 53.81 | 9.92 | 9.67 |
| Yield(%) | 0.00 | 22.45 | 13.70 | 10.15 | 9.71 | 8.89 | 7.43 | 8.74 | 0.00 | 22.55 | 14.42 | 0.42 | 3.98 | 10.61 | 11.93 | 1.42 | 6.35 | 10.22 | 9.19 | 0.77 | 0.55 | 0.54 | 1.38 | 1.51 | 17.90 | 5.82 |
Data as of 02/17/2023, AR inception is 02/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAIX (INVESCO AMERICAN VALUE FUND CLASS Y) |
-13.17%
Mar 2006 - Mar 2009 |
-4.15%
Mar 2015 - Mar 2020 |
5.07%
Mar 2010 - Mar 2020 |
5.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAIX (INVESCO AMERICAN VALUE FUND CLASS Y) |
31.74%
Feb 2009 - Feb 2012 |
27.23%
Feb 2009 - Feb 2014 |
15.57%
Feb 2009 - Feb 2019 |
8.52%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart