Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RZV (Invesco S&P Smallcap 600 Pure Value ETF) | -2.37% | 11.58% | 10.57% | 19.92% | 6.83% | 10.03% | NA | 6.97% |
Data as of 07/07/2025, AR inception is 03/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RZV (Invesco S&P Smallcap 600 Pure Value ETF) | 03/07/2006 | 07/07/2025 |
| 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 (%) | 3.78 | 11.58 | 10.57 | 19.92 | 6.83 | 10.03 | NA | 6.97 | -2.37 | 5.07 | 22.97 | -6.81 | 45.95 | -3.87 | 22.29 | -19.65 | 1.25 | 33.95 | -12.77 | 2.72 | 45.27 | 21.44 | -7.99 | 28.55 | 62.67 | -41.16 | -19.09 | 13.09 |
| Sharpe Ratio | NA | 0.35 | 0.30 | 0.70 | 0.20 | NA | NA | 0.19 | -0.15 | -0.07 | 0.76 | -0.32 | 1.70 | -0.08 | 0.97 | -1.15 | 0.04 | 1.31 | -0.67 | 0.16 | 2.70 | 1.04 | -0.24 | 0.91 | 1.13 | -0.78 | -1.04 | 0.76 |
| Standard Deviation(%) | NA | 26.78 | 24.86 | 26.10 | 27.46 | NA | NA | 30.01 | 28.72 | 22.60 | 24.70 | 25.73 | 27.02 | 51.73 | 21.52 | 18.23 | 15.88 | 25.73 | 18.98 | 16.47 | 16.73 | 20.72 | 33.88 | 31.40 | 55.29 | 53.46 | 21.38 | 16.79 |
| Draw Down(%) | NA | 30.17 | 30.17 | 30.17 | 60.41 | NA | NA | 77.13 | 27.83 | 10.57 | 21.43 | 22.71 | 14.11 | 54.88 | 21.59 | 31.71 | 20.04 | 16.93 | 19.71 | 14.82 | 7.33 | 18.23 | 30.56 | 31.71 | 51.41 | 54.91 | 26.84 | 13.00 |
| Yield(%) | 0.00 | 0.66 | 1.28 | 2.06 | 1.31 | 2.28 | 1.66 | 1.74 | 0.00 | 1.18 | 1.36 | 1.29 | 1.25 | 0.61 | 1.22 | 1.58 | 1.01 | 0.61 | 1.08 | 0.70 | 0.89 | 1.56 | 0.44 | 0.56 | 1.42 | 2.05 | 1.55 | 1.15 |
Data as of 07/07/2025, 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 |
|---|---|---|---|---|
| RZV (Invesco S&P Smallcap 600 Pure Value ETF) |
-19.23%
Mar 2017 - Mar 2020 |
-10.50%
Mar 2015 - Mar 2020 |
0.39%
Mar 2010 - Mar 2020 |
5.60%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RZV (Invesco S&P Smallcap 600 Pure Value ETF) |
51.34%
Feb 2009 - Feb 2012 |
40.42%
Feb 2009 - Feb 2014 |
20.41%
Feb 2009 - Feb 2019 |
16.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart