Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Invesco 401(k) Plan Tactical Asset Allocation Moderate | NA | 10.94% | 11.01% | 7.45% | 11.78% | NA | NA | 11.98% |
Data as of 10/31/2012, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Invesco 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/24/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.35 | 10.94 | 11.01 | 7.45 | 11.78 | NA | NA | 11.98 | 1.64 | 13.22 | 3.92 | 14.32 | 31.67 | -14.00 | 12.35 | 21.30 | 10.26 | 13.42 | 18.31 | 7.42 | 8.10 |
| Sharpe Ratio | NA | 2.42 | 1.33 | 1.07 | 1.25 | NA | NA | 1.22 | 0.33 | 2.58 | 0.41 | 1.29 | 3.85 | -1.70 | 0.78 | 2.09 | 1.10 | 1.42 | 3.22 | 1.14 | 1.23 |
| Standard Deviation(%) | NA | 5.17 | 8.78 | 8.74 | 8.73 | NA | NA | 8.23 | 4.89 | 5.10 | 9.45 | 10.99 | 8.21 | 8.78 | 12.02 | 8.63 | 7.35 | 8.76 | 5.47 | 5.57 | 4.69 |
| Draw Down(%) | NA | 4.11 | 8.43 | 19.65 | 20.69 | NA | NA | 20.69 | 0.54 | 4.11 | 8.43 | 7.36 | 3.22 | 19.65 | 9.25 | 9.62 | 5.24 | 11.72 | 3.66 | 6.53 | 3.15 |
| Yield(%) | NA | 5.33 | 3.77 | 4.55 | 4.32 | NA | NA | 4.58 | 0.00 | 5.47 | 2.87 | 3.00 | 6.40 | 4.98 | 6.81 | 5.06 | 3.46 | 2.20 | 3.13 | 4.21 | 7.34 |
Data as of 10/31/2012, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Invesco 401(k) Plan Tactical Asset Allocation Moderate |
3.04%
Feb 2006 - Feb 2009 |
6.67%
Feb 2004 - Feb 2009 |
10.90%
Sep 2001 - Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Invesco 401(k) Plan Tactical Asset Allocation Moderate |
18.50%
Oct 2004 - Oct 2007 |
16.29%
Oct 2002 - Oct 2007 |
12.38%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart