Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYF (Invesco S&P 500® Equal Weight Financials ETF) | NA | 1.91% | 10.24% | 10.32% | 6.52% | 11.93% | NA | 3.43% |
Data as of 01/29/2024, AR inception is 11/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYF (Invesco S&P 500® Equal Weight Financials ETF) | 11/07/2006 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.36 | 1.91 | 10.24 | 10.32 | 6.52 | 11.93 | NA | 3.43 | 2.38 | 7.03 | -10.64 | 36.35 | 3.79 | 30.33 | -15.82 | 21.57 | -14.39 | -0.51 | 15.67 | 39.43 | 26.10 | -12.07 | 23.04 | 33.00 | -55.26 | -17.02 | 4.40 |
| Sharpe Ratio | NA | -0.15 | 0.39 | 0.32 | 0.22 | NA | NA | 0.02 | 2.96 | 0.14 | -0.48 | 1.82 | 0.08 | 1.84 | -0.92 | 1.73 | -0.36 | -0.03 | 1.33 | 3.00 | 0.11 | -0.08 | 0.17 | 0.21 | -0.29 | -0.06 | 0.12 |
| Standard Deviation(%) | NA | 19.20 | 21.41 | 27.87 | 25.28 | NA | NA | 131.55 | 11.12 | 19.70 | 25.19 | 20.01 | 47.19 | 15.76 | 18.62 | 12.13 | 40.02 | 16.38 | 11.77 | 13.15 | 245.84 | 157.41 | 136.03 | 153.20 | 190.40 | 345.23 | 270.75 |
| Draw Down(%) | NA | 22.58 | 27.68 | 45.33 | 45.33 | NA | NA | 86.70 | 2.42 | 22.58 | 23.44 | 8.82 | 45.33 | 10.04 | 26.25 | 7.60 | 32.71 | 12.00 | 6.63 | 6.57 | 40.47 | 48.94 | 35.81 | 62.19 | 77.79 | 46.52 | 31.27 |
| Yield(%) | 0.00 | 2.10 | 2.36 | 2.19 | 2.86 | 6.32 | 1.73 | 2.04 | 0.00 | 2.24 | 1.70 | 2.12 | 1.16 | 1.24 | 2.07 | 1.53 | 0.39 | 3.00 | 2.62 | 2.97 | 4.23 | 1.93 | 1.91 | 2.31 | 2.88 | 2.33 | 0.72 |
Data as of 01/29/2024, AR inception is 11/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYF (Invesco S&P 500® Equal Weight Financials ETF) |
-26.80%
Mar 2007 - Mar 2010 |
-14.93%
Mar 2007 - Mar 2012 |
-4.03%
Mar 2007 - Mar 2017 |
1.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYF (Invesco S&P 500® Equal Weight Financials ETF) |
36.43%
Feb 2009 - Feb 2012 |
31.49%
Feb 2009 - Feb 2014 |
16.42%
Feb 2009 - Feb 2019 |
10.50%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart