Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RWW (Invesco S&P Financials Revenue ETF) | NA | 18.19% | 8.89% | 10.11% | 11.56% | NA | NA | … | … |
Data as of 02/28/2020, Common starting date is 11/20/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RWW (Invesco S&P Financials Revenue ETF) | 11/20/2008 | 02/28/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.19 | 8.89 | 10.11 | 11.56 | NA | NA | … | … | 1.50 | 30.32 | -15.05 | 21.20 | 20.98 | -3.89 | 13.48 | 42.06 | 35.50 | -24.12 | 16.93 | 27.10 | 30.37 |
| Sharpe Ratio | NA | 1.07 | 0.46 | 0.54 | 0.56 | NA | NA | … | … | 0.68 | 1.79 | -0.78 | 1.68 | 1.06 | -0.22 | 1.00 | 2.80 | 1.79 | -0.73 | 0.65 | 0.46 | 14.88 |
| Standard Deviation(%) | NA | 15.74 | 16.84 | 17.52 | 20.16 | NA | NA | … | … | 12.96 | 16.18 | 20.88 | 12.26 | 19.61 | 18.09 | 13.51 | 15.01 | 20.03 | 33.19 | 26.10 | 59.28 | 73.11 |
| Draw Down(%) | NA | 10.55 | 25.85 | 25.85 | 37.81 | NA | NA | … | … | 3.96 | 10.55 | 25.85 | 8.12 | 18.28 | 12.89 | 7.86 | 7.09 | 18.76 | 37.81 | 23.31 | 53.88 | 14.38 |
| Yield(%) | 0.00 | 8.08 | 3.81 | 3.26 | 3.52 | 4.05 | 3.04 | … | … | 5.26 | 2.20 | 1.46 | 1.26 | 1.08 | 1.24 | 1.12 | 1.04 | 1.38 | 0.81 | 1.64 | 0.89 | 0.50 |
Data as of 02/28/2020, Common starting date is 11/20/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWW (Invesco S&P Financials Revenue ETF) |
1.26%
Aug 2009 – Aug 2012 |
6.32%
Dec 2013 – Dec 2018 |
9.95%
Aug 2009 – Aug 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWW (Invesco S&P Financials Revenue ETF) |
29.96%
Sep 2011 – Sep 2014 |
28.27%
Feb 2009 – Feb 2014 |
18.36%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart