Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBND (Invesco PureBeta US Aggregate Bond ETF) | NA | 2.64% | -2.25% | 1.92% | NA | NA | NA | … | … |
Data as of 07/03/2023, Common starting date is 09/29/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PBND (Invesco PureBeta US Aggregate Bond ETF) | 09/29/2017 | 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 | 2.64 | -2.25 | 1.92 | NA | NA | NA | … | … | 5.23 | -10.77 | -1.29 | 7.14 | 9.00 | -0.05 | -0.19 |
| Sharpe Ratio | NA | -0.09 | -0.60 | 0.14 | NA | NA | NA | … | … | 0.89 | -1.59 | -0.35 | 1.40 | 2.32 | -0.48 | -1.30 |
| Standard Deviation(%) | NA | 7.65 | 5.81 | 5.26 | NA | NA | NA | … | … | 7.03 | 7.65 | 3.77 | 4.91 | 3.28 | 2.86 | 1.22 |
| Draw Down(%) | NA | 9.52 | 17.48 | 17.48 | NA | NA | NA | … | … | 3.95 | 15.75 | 3.96 | 6.19 | 2.04 | 2.64 | 0.52 |
| Yield(%) | 0.00 | 3.61 | 2.54 | 2.85 | 1.51 | 1.01 | 0.76 | … | … | 2.37 | 2.16 | 2.07 | 3.03 | 2.90 | 2.69 | 0.00 |
Data as of 07/03/2023, Common starting date is 09/29/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBND (Invesco PureBeta US Aggregate Bond ETF) |
-3.33%
Oct 2019 – Oct 2022 |
-0.32%
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 |
|---|---|---|---|---|
| PBND (Invesco PureBeta US Aggregate Bond ETF) |
5.72%
Nov 2018 – Nov 2021 |
2.00%
May 2018 – May 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart