Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PWC (Invesco Dynamic Market ETF) | NA | 17.02% | 5.18% | 7.39% | 7.93% | 11.08% | 7.77% | … | … |
Data as of 01/29/2024, Common starting date is 05/01/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PWC (Invesco Dynamic Market ETF) | 05/01/2003 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.27 | 17.02 | 5.18 | 7.39 | 7.93 | 11.08 | 7.77 | … | … | 2.10 | 19.15 | -16.01 | 19.38 | 8.54 | 13.47 | -6.39 | 20.16 | 11.88 | 0.13 | 9.10 | 41.18 | 21.08 | -5.82 | 17.32 | 18.48 | -36.69 | 4.00 | 11.95 | 12.76 | 18.79 | 27.84 |
| Sharpe Ratio | NA | 0.05 | 0.02 | 0.06 | 0.10 | NA | NA | … | … | 3.20 | 0.07 | -0.71 | 1.03 | 0.22 | 0.90 | -0.46 | 2.00 | 0.76 | 0.01 | 0.65 | 3.13 | 1.53 | -0.22 | 0.89 | 0.76 | -0.95 | 0.06 | 0.71 | 0.86 | 1.28 | 3.37 |
| Standard Deviation(%) | NA | 222.06 | 129.25 | 101.57 | 72.55 | NA | NA | … | … | 8.76 | 222.97 | 24.64 | 18.73 | 37.62 | 13.47 | 16.90 | 9.79 | 15.46 | 15.95 | 13.90 | 13.15 | 13.85 | 27.05 | 19.39 | 24.31 | 39.51 | 15.64 | 12.32 | 12.25 | 13.90 | 12.93 |
| Draw Down(%) | NA | 66.89 | 68.74 | 68.74 | 68.74 | NA | NA | … | … | 1.57 | 66.89 | 25.78 | 10.47 | 37.99 | 9.64 | 21.73 | 4.40 | 14.39 | 11.74 | 12.21 | 6.32 | 10.66 | 27.81 | 16.99 | 23.10 | 49.42 | 13.31 | 9.65 | 7.17 | 8.78 | 5.92 |
| Yield(%) | 0.00 | 0.85 | 0.96 | 1.15 | 1.63 | 2.90 | 2.19 | … | … | 0.00 | 0.89 | 1.27 | 0.68 | 1.16 | 1.08 | 1.33 | 2.06 | 1.54 | 1.02 | 0.90 | 1.07 | 2.09 | 0.96 | 1.51 | 1.16 | 0.82 | 1.06 | 0.76 | 0.79 | 0.71 | 0.74 |
Data as of 01/29/2024, Common starting date is 05/01/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWC (Invesco Dynamic Market ETF) |
-15.27%
Feb 2006 – Feb 2009 |
-4.51%
Feb 2004 – Feb 2009 |
4.65%
Jan 2006 – Jan 2016 |
5.11%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PWC (Invesco Dynamic Market ETF) |
26.56%
Sep 2011 – Sep 2014 |
21.79%
Feb 2009 – Feb 2014 |
14.79%
Feb 2009 – Feb 2019 |
10.58%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart