Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSMB (Invesco Balanced Multi-Asset Allocation ETF) | NA | 6.40% | 7.44% | 6.20% | NA | NA | NA | … | … |
Data as of 07/03/2023, Common starting date is 02/23/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PSMB (Invesco Balanced Multi-Asset Allocation ETF) | 02/23/2017 | 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 | 6.40 | 7.44 | 6.20 | NA | NA | NA | … | … | 4.31 | -11.69 | 16.97 | 10.75 | 18.87 | -4.33 | 10.10 |
| Sharpe Ratio | NA | 0.24 | 0.59 | 0.37 | NA | NA | NA | … | … | 0.53 | -0.91 | 2.13 | 0.47 | 2.69 | -0.56 | 1.73 |
| Standard Deviation(%) | NA | 11.87 | 10.95 | 13.33 | NA | NA | NA | … | … | 8.07 | 14.43 | 7.95 | 22.33 | 6.49 | 10.07 | 6.52 |
| Draw Down(%) | NA | 12.30 | 18.52 | 27.49 | NA | NA | NA | … | … | 5.14 | 18.38 | 3.29 | 27.49 | 2.90 | 10.56 | 2.62 |
| Yield(%) | 0.00 | 3.07 | 2.83 | 3.53 | 2.21 | 1.48 | 1.11 | … | … | 1.44 | 2.39 | 2.10 | 2.39 | 6.64 | 2.77 | 2.30 |
Data as of 07/03/2023, Common starting date is 02/23/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSMB (Invesco Balanced Multi-Asset Allocation ETF) |
1.33%
Mar 2017 – Mar 2020 |
4.43%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PSMB (Invesco Balanced Multi-Asset Allocation ETF) |
15.48%
Dec 2018 – Dec 2021 |
9.17%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart