Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSMG (Invesco Growth Multi-Asset Allocation ETF) | NA | 7.41% | 10.38% | 7.42% | 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 |
|---|---|---|
| PSMG (Invesco Growth 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 | 7.41 | 10.38 | 7.42 | NA | NA | NA | … | … | 4.54 | -11.60 | 21.76 | 10.62 | 21.94 | -5.27 | 12.75 |
| Sharpe Ratio | NA | 0.26 | 0.71 | 0.39 | NA | NA | NA | … | … | 0.53 | -0.75 | 2.17 | 0.40 | 2.46 | -0.55 | 1.51 |
| Standard Deviation(%) | NA | 13.61 | 13.25 | 15.80 | NA | NA | NA | … | … | 9.02 | 17.28 | 10.02 | 26.03 | 8.33 | 11.90 | 9.53 |
| Draw Down(%) | NA | 13.35 | 19.36 | 31.04 | NA | NA | NA | … | … | 6.41 | 19.27 | 3.79 | 31.04 | 3.99 | 13.52 | 4.63 |
| Yield(%) | 0.00 | 2.78 | 2.87 | 3.06 | 1.98 | 1.32 | 0.99 | … | … | 1.29 | 2.20 | 2.18 | 2.22 | 4.62 | 2.13 | 2.18 |
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 |
|---|---|---|---|---|
| PSMG (Invesco Growth Multi-Asset Allocation ETF) |
1.02%
Mar 2017 – Mar 2020 |
5.58%
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 |
|---|---|---|---|---|
| PSMG (Invesco Growth Multi-Asset Allocation ETF) |
17.98%
Dec 2018 – Dec 2021 |
11.00%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart