Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PBSM (Invesco PureBeta MSCI USA Small Cap ETF) | NA | 6.43% | 11.51% | 4.53% | 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 |
|---|---|---|
| PBSM (Invesco PureBeta MSCI USA Small Cap 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 | 6.43 | 11.51 | 4.53 | NA | NA | NA | … | … | 1.96 | -16.47 | 19.86 | 19.91 | 26.61 | -8.75 | 5.60 |
| Sharpe Ratio | NA | 0.17 | 0.49 | 0.13 | NA | NA | NA | … | … | -0.03 | -0.66 | 1.01 | 0.49 | 1.75 | -0.46 | 2.48 |
| Standard Deviation(%) | NA | 22.02 | 22.32 | 25.79 | NA | NA | NA | … | … | 17.76 | 27.21 | 19.57 | 40.00 | 14.44 | 22.13 | 8.71 |
| Draw Down(%) | NA | 17.36 | 28.30 | 42.26 | NA | NA | NA | … | … | 13.55 | 24.99 | 10.52 | 42.26 | 8.37 | 25.14 | 1.72 |
| Yield(%) | 0.00 | 2.06 | 2.58 | 2.38 | 1.51 | 1.01 | 0.76 | … | … | 1.19 | 1.26 | 1.68 | 2.46 | 1.50 | 4.45 | 0.51 |
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 |
|---|---|---|---|---|
| PBSM (Invesco PureBeta MSCI USA Small Cap ETF) |
3.66%
Oct 2017 – Oct 2020 |
4.53%
Jun 2018 – Jun 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PBSM (Invesco PureBeta MSCI USA Small Cap ETF) |
22.08%
Dec 2018 – Dec 2021 |
8.75%
Nov 2017 – Nov 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart