Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PXMG (Invesco S&P MidCap Momentum ETF) | NA | 28.27% | 24.31% | 15.07% | 14.29% | NA | NA | … | … |
Data as of 01/10/2020, Common starting date is 03/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PXMG (Invesco S&P MidCap Momentum ETF) | 03/04/2005 | 01/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | 28.27 | 24.31 | 15.07 | 14.29 | NA | NA | … | … | 5.29 | 30.80 | 6.11 | 37.19 | 3.40 | -4.58 | 10.61 | 27.48 | 14.72 | -5.74 | 29.58 | 23.61 | -44.06 | 27.56 | 9.34 | 15.06 |
| Sharpe Ratio | NA | 1.51 | 1.28 | 0.79 | 0.75 | NA | NA | … | … | 0.28 | 3.85 | 0.21 | 3.48 | 0.17 | -0.28 | 0.88 | 2.24 | 0.95 | -0.20 | 1.31 | 0.99 | -1.01 | 1.37 | 0.35 | 1.25 |
| Standard Deviation(%) | NA | 17.79 | 18.18 | 17.86 | 18.62 | NA | NA | … | … | 31.95 | 18.43 | 22.99 | 10.56 | 18.24 | 16.65 | 12.02 | 12.24 | 15.57 | 28.55 | 22.48 | 23.81 | 44.39 | 18.02 | 17.11 | 12.94 |
| Draw Down(%) | NA | 7.79 | 25.06 | 26.05 | 26.93 | NA | NA | … | … | 0.00 | 7.79 | 25.06 | 3.50 | 19.12 | 14.24 | 9.79 | 8.02 | 12.76 | 26.93 | 17.02 | 18.82 | 54.46 | 9.50 | 15.52 | 9.74 |
| Yield(%) | 0.00 | 0.00 | 0.18 | 0.28 | 0.92 | 0.75 | 0.56 | … | … | 0.00 | 0.00 | 0.20 | 0.29 | 0.23 | 0.61 | 1.36 | 1.61 | 1.19 | 0.29 | 0.35 | 0.09 | 0.00 | 0.01 | 0.64 | 0.00 |
Data as of 01/10/2020, Common starting date is 03/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXMG (Invesco S&P MidCap Momentum ETF) |
-12.36%
Feb 2006 – Feb 2009 |
-2.16%
Oct 2007 – Oct 2012 |
4.50%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PXMG (Invesco S&P MidCap Momentum ETF) |
27.68%
Feb 2016 – Feb 2019 |
20.67%
Feb 2009 – Feb 2014 |
17.12%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart