Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYE (Invesco S&P 500® Equal Weight Energy ETF) | NA | 1.13% | 35.16% | 11.37% | 1.79% | 6.78% | NA | … | … |
Data as of 01/29/2024, Common starting date is 11/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYE (Invesco S&P 500® Equal Weight Energy ETF) | 11/07/2006 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.77 | 1.13 | 35.16 | 11.37 | 1.79 | 6.78 | NA | … | … | -1.14 | 3.82 | 57.96 | 57.71 | -33.17 | 13.38 | -24.68 | -6.39 | 37.12 | -28.76 | -14.89 | 27.85 | 4.69 | -1.33 | 26.06 | 44.70 | -48.32 | 40.28 | 2.54 |
| Sharpe Ratio | NA | -0.24 | 1.03 | 0.24 | 0.02 | NA | NA | … | … | -0.93 | -0.02 | 1.49 | 1.67 | -0.48 | 0.49 | -1.03 | -0.39 | 1.10 | -0.96 | -0.72 | 1.67 | 0.21 | -0.04 | 0.96 | 0.96 | -0.78 | 1.60 | 0.75 |
| Standard Deviation(%) | NA | 23.82 | 32.31 | 41.70 | 34.86 | NA | NA | … | … | 19.18 | 24.26 | 38.24 | 34.50 | 69.86 | 24.22 | 25.36 | 18.23 | 33.47 | 30.05 | 20.58 | 16.67 | 22.20 | 35.77 | 26.98 | 46.32 | 63.04 | 23.48 | 21.15 |
| Draw Down(%) | NA | 16.71 | 28.44 | 68.48 | 80.07 | NA | NA | … | … | 7.63 | 17.74 | 28.44 | 20.73 | 65.84 | 23.75 | 36.83 | 24.42 | 19.41 | 37.84 | 32.50 | 8.73 | 23.10 | 34.54 | 19.85 | 30.34 | 64.55 | 13.67 | 5.80 |
| Yield(%) | 0.00 | 2.82 | 5.89 | 3.04 | 1.69 | 2.90 | 1.86 | … | … | 0.00 | 3.00 | 5.04 | 3.64 | 1.46 | 2.34 | 1.58 | 2.30 | 1.04 | 1.94 | 1.67 | 1.22 | 1.01 | 0.64 | 0.78 | 1.19 | 0.54 | 4.38 | 0.12 |
Data as of 01/29/2024, Common starting date is 11/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYE (Invesco S&P 500® Equal Weight Energy ETF) |
-28.57%
Mar 2017 – Mar 2020 |
-19.54%
Mar 2015 – Mar 2020 |
-7.68%
Mar 2010 – Mar 2020 |
0.47%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYE (Invesco S&P 500® Equal Weight Energy ETF) |
56.63%
Oct 2020 – Oct 2023 |
22.10%
Feb 2009 – Feb 2014 |
6.26%
Feb 2009 – Feb 2019 |
7.07%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart