Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSAJX (INVESCO AMERICAN VALUE FUND CLASS R5) | NA | -2.33% | 8.96% | 6.59% | 8.23% | NA | NA | 10.42% |
Data as of 02/17/2023, AR inception is 06/03/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSAJX (INVESCO AMERICAN VALUE FUND CLASS R5) | 06/03/2010 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.33 | 8.96 | 6.59 | 8.23 | NA | NA | 10.42 | 1.90 | -3.11 | 13.04 | 1.63 | 25.07 | -12.56 | 9.82 | 16.15 | -8.63 | 9.82 | 34.50 | 17.47 | 1.12 | 14.47 |
| Sharpe Ratio | NA | -0.16 | 0.27 | 0.22 | 0.38 | NA | NA | 0.46 | 0.61 | -0.18 | 0.59 | 0.03 | 1.53 | -0.80 | 0.91 | 0.88 | -0.55 | 0.79 | 3.07 | 1.37 | 0.04 | 1.41 |
| Standard Deviation(%) | NA | 25.56 | 30.15 | 25.47 | 20.57 | NA | NA | 20.28 | 20.12 | 25.43 | 22.12 | 41.63 | 15.45 | 17.29 | 10.13 | 18.06 | 15.61 | 12.34 | 11.22 | 12.81 | 24.95 | 18.48 |
| Draw Down(%) | NA | 20.34 | 44.69 | 45.48 | 45.48 | NA | NA | 45.48 | 5.47 | 21.90 | 17.58 | 45.48 | 10.22 | 24.95 | 8.78 | 16.00 | 17.66 | 10.26 | 5.19 | 9.10 | 24.64 | 9.01 |
| Yield(%) | 0.00 | 22.47 | 13.77 | 10.22 | 9.81 | 9.72 | 7.29 | 12.15 | 0.00 | 22.57 | 14.54 | 0.48 | 4.11 | 10.71 | 12.07 | 1.55 | 6.41 | 10.35 | 9.32 | 0.96 | 0.73 | 0.30 |
Data as of 02/17/2023, AR inception is 06/03/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAJX (INVESCO AMERICAN VALUE FUND CLASS R5) |
-8.05%
Mar 2017 - Mar 2020 |
-4.06%
Mar 2015 - Mar 2020 |
7.36%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAJX (INVESCO AMERICAN VALUE FUND CLASS R5) |
24.50%
Sep 2011 - Sep 2014 |
16.28%
Jul 2010 - Jul 2015 |
12.02%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart