Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBEE (Invesco PureBeta FTSE Emerging Markets ETF) | NA | 212.28% | 45.75% | 28.42% | NA | NA | NA | … | … |
Data as of 08/22/2023, Common starting date is 09/22/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBEE (Invesco PureBeta FTSE Emerging Markets ETF) | 09/22/2017 | 08/22/2023 |
| 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 (%) | -5.56 | 212.28 | 45.75 | 28.42 | NA | NA | NA | … | … | 216.50 | -15.15 | 0.46 | 13.44 | 20.91 | -15.94 | 5.98 |
| Sharpe Ratio | NA | 1.81 | 0.65 | 0.49 | NA | NA | NA | … | … | 3.56 | -0.74 | 0.02 | 0.41 | 1.35 | -1.01 | 2.39 |
| Standard Deviation(%) | NA | 114.92 | 68.10 | 54.97 | NA | NA | NA | … | … | 143.14 | 22.46 | 17.85 | 31.76 | 14.45 | 17.02 | 9.71 |
| Draw Down(%) | NA | 15.31 | 33.51 | 33.51 | NA | NA | NA | … | … | 14.57 | 28.50 | 13.56 | 33.36 | 10.73 | 24.49 | 3.31 |
| Yield(%) | 0.00 | 3.53 | 2.86 | 3.05 | 1.50 | 1.00 | 0.75 | … | … | 1.98 | 2.91 | 2.29 | 1.96 | 3.53 | 1.70 | 0.53 |
Data as of 08/22/2023, 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 |
|---|---|---|---|---|
| PBEE (Invesco PureBeta FTSE Emerging Markets ETF) |
-2.34%
Oct 2019 – Oct 2022 |
-1.73%
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 |
|---|---|---|---|---|
| PBEE (Invesco PureBeta FTSE Emerging Markets ETF) |
53.52%
Jun 2020 – Jun 2023 |
29.50%
Jul 2018 – Jul 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart