Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBDM (Invesco PureBeta FTSE Developed ex-North America ETF) | NA | 18.99% | 7.94% | 4.07% | NA | NA | NA | … | … |
Data as of 07/03/2023, Common starting date is 09/22/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBDM (Invesco PureBeta FTSE Developed ex-North America ETF) | 09/22/2017 | 07/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.99 | 7.94 | 4.07 | NA | NA | NA | … | … | 10.70 | -14.26 | 11.30 | 10.01 | 22.42 | -15.42 | 3.89 |
| Sharpe Ratio | NA | 0.76 | 0.42 | 0.14 | NA | NA | NA | … | … | 1.37 | -0.69 | 0.86 | 0.30 | 1.84 | -1.30 | 1.77 |
| Standard Deviation(%) | NA | 18.65 | 17.50 | 20.26 | NA | NA | NA | … | … | 13.25 | 22.86 | 13.04 | 32.48 | 11.41 | 12.93 | 8.12 |
| Draw Down(%) | NA | 16.21 | 28.96 | 33.42 | NA | NA | NA | … | … | 7.36 | 28.49 | 6.04 | 33.42 | 8.56 | 22.24 | 2.65 |
| Yield(%) | 0.00 | 2.11 | 2.66 | 2.51 | 1.49 | 0.99 | 0.74 | … | … | 0.87 | 2.75 | 2.37 | 1.85 | 3.27 | 2.91 | 0.56 |
Data as of 07/03/2023, Common starting date is 09/22/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBDM (Invesco PureBeta FTSE Developed ex-North America ETF) |
-1.47%
Oct 2017 – Oct 2020 |
-0.12%
Oct 2017 – Oct 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBDM (Invesco PureBeta FTSE Developed ex-North America ETF) |
14.45%
Dec 2018 – Dec 2021 |
4.07%
Jun 2018 – Jun 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart