Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/17/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MSAVX (INVESCO AMERICAN VALUE FUND CLASS A) | NA | -2.67% | 8.58% | 6.23% | 7.85% | 7.45% | 10.03% | 9.02% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSAVX (INVESCO AMERICAN VALUE FUND CLASS A) | 12/27/1993 | 02/17/2023 |
The return data shown below all have the same latest date: 02/17/2023.
AR inception is since 12/27/1993.
AR inception is since 12/27/1993.
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.67 | 8.58 | 6.23 | 7.85 | 7.45 | 10.03 | 9.02 | 1.83 | -3.44 | 12.90 | 1.26 | 24.62 | -12.83 | 9.45 | 15.70 | -8.95 | 9.42 | 34.05 | 17.02 | 0.60 | 21.86 | 39.20 | -41.01 | 7.75 | 20.26 | 11.91 | 14.38 | 40.83 | -19.76 | -2.79 | -10.79 | 25.68 | 9.69 | 36.39 | 22.32 | 17.69 | -0.01 | 1.14 |
| Sharpe Ratio | NA | -0.17 | 0.26 | 0.20 | 0.36 | NA | NA | 0.37 | 0.58 | -0.19 | 0.58 | 0.02 | 1.50 | -0.79 | 0.87 | 0.85 | -0.58 | 0.76 | 3.03 | 1.34 | 0.02 | 1.13 | 1.30 | -1.02 | 0.32 | 1.76 | 0.96 | 1.18 | 2.49 | -0.89 | -0.25 | -0.50 | 1.59 | 0.34 | 2.51 | 2.52 | 2.24 | -0.44 | 26.67 |
| Standard Deviation(%) | NA | 25.54 | 30.18 | 25.57 | 20.63 | NA | NA | 19.89 | 20.14 | 25.40 | 22.03 | 41.69 | 15.47 | 17.88 | 10.12 | 18.07 | 15.61 | 12.32 | 11.23 | 12.82 | 24.95 | 19.29 | 30.08 | 40.92 | 14.82 | 9.66 | 10.16 | 11.42 | 16.11 | 23.39 | 20.71 | 29.64 | 14.11 | 18.73 | 13.02 | 7.39 | 6.17 | 6.79 | 3.82 |
| Draw Down(%) | NA | 20.47 | 44.74 | 45.54 | 45.54 | NA | NA | 58.87 | 5.49 | 22.07 | 17.46 | 45.54 | 10.28 | 25.02 | 8.93 | 16.05 | 17.79 | 10.28 | 5.20 | 9.11 | 24.77 | 15.79 | 28.44 | 53.93 | 10.01 | 9.74 | 6.84 | 9.61 | 14.04 | 34.56 | 24.81 | 34.57 | 14.39 | 30.02 | 9.26 | 8.33 | 4.15 | 6.66 | 0.00 |
| Yield(%) | 0.00 | 22.52 | 13.60 | 10.02 | 9.51 | 8.62 | 14.31 | 14.06 | 0.00 | 22.62 | 14.28 | 0.30 | 3.70 | 10.40 | 11.70 | 1.18 | 6.28 | 9.99 | 8.93 | 0.50 | 0.29 | 0.27 | 0.84 | 1.31 | 17.73 | 6.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.79 | 7.81 | 6.20 | 7.61 | 10.12 | 2.21 | 2.17 | 0.46 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAVX (INVESCO AMERICAN VALUE FUND CLASS A) |
-17.78%
Feb 2000 - Feb 2003 |
-4.93%
Feb 2004 - Feb 2009 |
0.73%
Feb 1999 - Feb 2009 |
4.96%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSAVX (INVESCO AMERICAN VALUE FUND CLASS A) |
31.29%
Feb 2009 - Feb 2012 |
26.85%
Feb 2009 - Feb 2014 |
15.26%
Feb 2009 - Feb 2019 |
11.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart