Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OVLC (Invesco US Large Cap Optimized Vol ETF) | NA | 11.02% | NA | NA | NA | NA | NA | … | … |
Data as of 02/26/2019, Common starting date is 05/11/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OVLC (Invesco US Large Cap Optimized Vol ETF) | 05/11/2016 | 02/26/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.26 | 11.02 | NA | NA | NA | NA | NA | … | … | 12.09 | -6.60 | 21.52 | 3.43 |
| Sharpe Ratio | NA | 0.79 | NA | NA | NA | NA | NA | … | … | 10.14 | -0.61 | 2.74 | 0.69 |
| Standard Deviation(%) | NA | 12.18 | NA | NA | NA | NA | NA | … | … | 11.00 | 13.10 | 7.65 | 7.46 |
| Draw Down(%) | NA | 15.51 | NA | NA | NA | NA | NA | … | … | 1.28 | 15.51 | 1.37 | 4.00 |
| Yield(%) | 0.00 | 2.35 | 2.26 | 1.36 | 0.68 | 0.45 | 0.34 | … | … | 0.00 | 2.22 | 3.01 | 1.02 |
Data as of 02/26/2019, Common starting date is 05/11/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OVLC (Invesco US Large Cap Optimized Vol ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OVLC (Invesco US Large Cap Optimized Vol ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart