Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RPV (Invesco S&P 500 Pure Value ETF) | 3.37% | 7.61% | 9.99% | 16.49% | 8.01% | 11.61% | NA | 8.57% |
Data as of 07/18/2025, AR inception is 03/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RPV (Invesco S&P 500 Pure Value ETF) | 03/07/2006 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.44 | 7.61 | 9.99 | 16.49 | 8.01 | 11.61 | NA | 8.57 | 3.37 | 12.41 | 7.98 | -1.27 | 34.22 | -8.69 | 24.79 | -12.29 | 17.29 | 19.31 | -8.42 | 12.21 | 47.47 | 24.94 | -1.16 | 22.50 | 53.51 | -47.79 | -4.28 | 16.73 |
| Sharpe Ratio | NA | 0.24 | 0.37 | 0.71 | 0.29 | NA | NA | 0.29 | 0.16 | 0.40 | 0.20 | -0.12 | 1.76 | -0.18 | 1.53 | -0.81 | 1.81 | 1.05 | -0.47 | 1.06 | 3.50 | 1.41 | -0.04 | 1.00 | 1.06 | -1.02 | -0.45 | 1.54 |
| Standard Deviation(%) | NA | 18.16 | 18.05 | 19.68 | 22.54 | NA | NA | 25.19 | 19.92 | 14.50 | 18.61 | 21.68 | 19.42 | 48.29 | 15.27 | 16.80 | 9.23 | 18.12 | 17.87 | 11.48 | 13.56 | 17.75 | 27.50 | 22.45 | 50.25 | 47.80 | 16.16 | 11.31 |
| Draw Down(%) | NA | 15.53 | 22.64 | 22.64 | 50.67 | NA | NA | 75.33 | 14.20 | 8.69 | 22.64 | 19.79 | 11.59 | 50.67 | 10.36 | 22.56 | 6.34 | 13.56 | 16.11 | 8.84 | 5.17 | 18.49 | 24.84 | 19.67 | 50.31 | 60.99 | 15.94 | 7.33 |
| Yield(%) | 0.00 | 1.15 | 2.22 | 3.23 | 2.66 | 4.82 | 3.45 | 3.63 | 0.00 | 2.35 | 2.50 | 2.18 | 2.56 | 1.86 | 2.74 | 2.11 | 1.96 | 2.04 | 2.14 | 1.75 | 1.60 | 1.79 | 1.57 | 1.43 | 2.66 | 2.89 | 2.58 | 1.61 |
Data as of 07/18/2025, AR inception is 03/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPV (Invesco S&P 500 Pure Value ETF) |
-18.02%
Apr 2006 - Apr 2009 |
-3.69%
Mar 2015 - Mar 2020 |
6.16%
Mar 2010 - Mar 2020 |
7.16%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RPV (Invesco S&P 500 Pure Value ETF) |
47.22%
Feb 2009 - Feb 2012 |
38.65%
Feb 2009 - Feb 2014 |
22.01%
Feb 2009 - Feb 2019 |
17.09%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart