Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSMC (Invesco Conservative Multi-Asset Allocation ETF) | NA | 6.27% | 2.54% | 3.86% | 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 |
|---|---|---|
| PSMC (Invesco Conservative 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 | 6.27 | 2.54 | 3.86 | NA | NA | NA | … | … | 5.56 | -9.90 | 5.21 | 7.81 | 13.55 | -2.30 | 5.56 |
| Sharpe Ratio | NA | 0.30 | 0.22 | 0.32 | NA | NA | NA | … | … | 1.12 | -1.26 | 1.16 | 0.53 | 4.43 | -0.71 | 1.31 |
| Standard Deviation(%) | NA | 8.05 | 6.62 | 8.33 | NA | NA | NA | … | … | 6.19 | 9.01 | 4.46 | 14.30 | 2.74 | 5.12 | 4.46 |
| Draw Down(%) | NA | 9.15 | 15.99 | 19.54 | NA | NA | NA | … | … | 2.98 | 15.02 | 2.28 | 19.54 | 0.76 | 5.42 | 1.40 |
| Yield(%) | 0.00 | 4.02 | 2.82 | 3.89 | 2.33 | 1.55 | 1.16 | … | … | 2.01 | 2.96 | 1.68 | 2.73 | 7.79 | 3.40 | 2.39 |
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 |
|---|---|---|---|---|
| PSMC (Invesco Conservative Multi-Asset Allocation ETF) |
-0.11%
Sep 2019 – Sep 2022 |
1.94%
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 |
|---|---|---|---|---|
| PSMC (Invesco Conservative Multi-Asset Allocation ETF) |
8.80%
Dec 2018 – Dec 2021 |
4.89%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart