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 Strategic Asset Allocation - Equal Weight Moderate | NA | 0.63% | 8.65% | 5.59% | 8.70% | NA | NA | 8.63% |
Data as of 09/30/2011, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Invesco 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.71 | 0.63 | 8.65 | 5.59 | 8.70 | NA | NA | 8.63 | 1.79 | 13.84 | 37.89 | -25.99 | 8.95 | 14.73 | 9.99 | 14.99 | 22.61 | -0.92 | 5.67 |
| Sharpe Ratio | NA | 0.21 | 1.36 | 0.32 | 0.70 | NA | NA | 0.68 | 0.19 | 1.41 | 2.16 | -1.40 | 0.67 | 1.75 | 1.51 | 2.29 | 4.56 | -0.31 | 0.66 |
| Standard Deviation(%) | NA | 9.41 | 12.77 | 13.72 | 10.55 | NA | NA | 10.19 | 9.42 | 9.72 | 17.46 | 19.23 | 8.79 | 6.53 | 5.17 | 6.13 | 4.81 | 6.48 | 5.08 |
| Draw Down(%) | NA | 10.01 | 13.94 | 37.41 | 37.41 | NA | NA | 37.41 | 10.01 | 7.17 | 13.94 | 36.13 | 7.21 | 7.85 | 3.83 | 7.95 | 3.02 | 12.46 | 5.92 |
| Yield(%) | NA | 2.77 | 4.05 | 4.78 | 4.45 | NA | NA | 4.93 | 2.62 | 3.49 | 4.50 | 5.60 | 7.20 | 4.61 | 4.73 | 3.89 | 3.25 | 4.37 | 4.98 |
Data as of 09/30/2011, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.56%
Feb 2006 - Feb 2009 |
0.76%
Feb 2004 - Feb 2009 |
8.66%
Nov 2001 - Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Invesco 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
18.98%
Nov 2008 - Nov 2011 |
15.45%
Oct 2002 - Oct 2007 |
9.51%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart