Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PMR (Invesco Dynamic Retail ETF) | NA | 42.86% | -86.67% | -69.20% | -40.16% | -28.22% | NA | … | … |
Data as of 08/23/2021, Common starting date is 10/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PMR (Invesco Dynamic Retail ETF) | 10/27/2005 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.86 | -86.67 | -69.20 | -40.16 | -28.22 | NA | … | … | 25.00 | -1.61 | 25.57 | -8.26 | 4.69 | -2.51 | -3.92 | 13.03 | 39.48 | 17.52 | 14.13 | 24.16 | 30.02 | -21.48 | -19.14 | 21.52 | 8.63 |
| Sharpe Ratio | NA | 0.31 | -0.21 | -0.22 | -0.18 | NA | NA | … | … | 0.27 | -0.90 | 1.58 | -0.49 | 0.27 | -0.17 | -0.24 | 1.00 | 2.81 | 1.13 | 0.56 | 1.07 | 1.06 | -0.57 | -1.01 | 1.11 | 3.74 |
| Standard Deviation(%) | NA | 137.45 | 407.39 | 314.86 | 222.58 | NA | NA | … | … | 153.86 | 12.31 | 15.31 | 19.75 | 14.90 | 15.84 | 16.40 | 12.95 | 14.04 | 15.53 | 25.11 | 22.57 | 28.12 | 39.32 | 22.01 | 16.49 | 15.51 |
| Draw Down(%) | NA | 58.82 | 99.91 | 99.91 | 99.91 | NA | NA | … | … | 58.82 | 4.76 | 10.24 | 25.70 | 12.10 | 13.68 | 13.33 | 12.81 | 6.77 | 9.97 | 19.78 | 22.17 | 17.56 | 41.05 | 26.77 | 13.98 | 2.88 |
| Yield(%) | 0.00 | 0.00 | 0.43 | 0.70 | 1.64 | 1.50 | 1.25 | … | … | 0.00 | 0.15 | 0.67 | 1.16 | 1.14 | 0.90 | 0.77 | 1.03 | 1.00 | 2.66 | 1.14 | 1.14 | 0.92 | 0.29 | 0.89 | 0.12 | 0.09 |
Data as of 08/23/2021, Common starting date is 10/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMR (Invesco Dynamic Retail ETF) |
-89.45%
Mar 2017 – Mar 2020 |
-74.83%
Mar 2015 – Mar 2020 |
-44.99%
Mar 2010 – Mar 2020 |
-30.14%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PMR (Invesco Dynamic Retail ETF) |
32.55%
Feb 2009 – Feb 2012 |
26.72%
Feb 2009 – Feb 2014 |
14.56%
Feb 2009 – Feb 2019 |
-26.18%
Feb 2006 – Feb 2021 |
Annualized Rolling Returns Comparison Chart