Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PZI (Invesco Zacks Micro Cap ETF) | NA | -1.84% | 11.87% | 3.52% | 12.65% | NA | NA | … | … |
Data as of 02/26/2019, Common starting date is 08/19/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PZI (Invesco Zacks Micro Cap ETF) | 08/19/2005 | 02/26/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | -1.84 | 11.87 | 3.52 | 12.65 | NA | NA | … | … | 15.54 | -16.58 | 6.95 | 24.07 | -3.54 | -2.55 | 44.66 | 18.44 | -14.14 | 23.44 | 12.13 | -41.83 | -13.33 | 18.03 | 2.16 |
| Sharpe Ratio | NA | -0.21 | 0.78 | 0.20 | 0.57 | NA | NA | … | … | 12.36 | -1.16 | 0.50 | 1.42 | -0.25 | -0.15 | 2.89 | 1.11 | -0.43 | 0.82 | 0.32 | -1.00 | -0.84 | 0.92 | 0.24 |
| Standard Deviation(%) | NA | 15.23 | 14.29 | 15.14 | 21.56 | NA | NA | … | … | 12.86 | 15.40 | 12.79 | 16.70 | 14.31 | 16.76 | 15.45 | 16.71 | 32.98 | 28.61 | 37.44 | 42.58 | 19.43 | 16.07 | 14.31 |
| Draw Down(%) | NA | 26.44 | 26.44 | 26.44 | 34.34 | NA | NA | … | … | 1.77 | 26.44 | 8.35 | 15.37 | 13.89 | 15.48 | 6.27 | 12.49 | 34.34 | 28.28 | 39.57 | 54.37 | 22.27 | 15.41 | 9.13 |
| Yield(%) | 0.00 | 1.18 | 3.07 | 2.05 | 3.70 | 1.23 | 0.92 | … | … | 0.00 | 1.16 | 3.20 | 3.19 | 0.91 | 1.84 | 1.26 | 2.25 | 0.99 | 0.76 | 0.99 | 1.06 | 0.66 | 0.14 | 0.07 |
Data as of 02/26/2019, Common starting date is 08/19/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZI (Invesco Zacks Micro Cap ETF) |
-25.83%
Feb 2006 – Feb 2009 |
-10.85%
Sep 2006 – Sep 2011 |
-0.58%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZI (Invesco Zacks Micro Cap ETF) |
22.78%
Sep 2011 – Sep 2014 |
22.89%
Feb 2009 – Feb 2014 |
10.43%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart