Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PSMM (Invesco Moderately Conservative Multi-Asset Allocation ETF) | NA | 6.70% | 5.51% | 5.42% | 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 |
|---|---|---|
| PSMM (Invesco Moderately 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 | 6.70 | 5.51 | 5.42 | NA | NA | NA | … | … | 5.67 | -11.08 | 12.10 | 9.25 | 16.61 | -3.72 | 8.08 |
| Sharpe Ratio | NA | 0.34 | 0.52 | 0.39 | NA | NA | NA | … | … | 1.01 | -1.09 | 2.06 | 0.47 | 3.22 | -0.71 | 2.11 |
| Standard Deviation(%) | NA | 9.83 | 8.57 | 10.96 | NA | NA | NA | … | … | 7.13 | 11.52 | 5.86 | 18.95 | 4.72 | 7.07 | 4.20 |
| Draw Down(%) | NA | 10.53 | 16.89 | 24.02 | NA | NA | NA | … | … | 3.97 | 16.78 | 2.61 | 24.02 | 1.82 | 7.94 | 0.53 |
| Yield(%) | 0.00 | 3.65 | 2.97 | 3.47 | 2.14 | 1.43 | 1.07 | … | … | 1.79 | 2.67 | 1.89 | 3.09 | 5.35 | 2.71 | 2.34 |
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 |
|---|---|---|---|---|
| PSMM (Invesco Moderately Conservative Multi-Asset Allocation ETF) |
1.74%
Mar 2017 – Mar 2020 |
3.43%
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 |
|---|---|---|---|---|
| PSMM (Invesco Moderately Conservative Multi-Asset Allocation ETF) |
12.61%
Dec 2018 – Dec 2021 |
7.21%
Mar 2017 – Mar 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart