Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPIBX (INVESCO S&P 500 INDEX FUND CLASS B) | NA | 25.90% | 12.64% | 14.75% | 8.85% | 9.37% | 6.27% | … | … |
Data as of 01/26/2018, Common starting date is 10/21/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPIBX (INVESCO S&P 500 INDEX FUND CLASS B) | 10/21/1997 | 01/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.22 | 25.90 | 12.64 | 14.75 | 8.85 | 9.37 | 6.27 | … | … | 7.43 | 20.27 | 10.49 | 0.02 | 12.18 | 30.68 | 14.51 | 0.74 | 14.22 | 25.15 | -37.60 | 4.16 | 14.25 | 3.47 | 9.69 | 26.84 | -23.21 | -13.21 | -10.36 | 19.03 | 26.85 | -0.12 |
| Sharpe Ratio | NA | 3.71 | 1.01 | 1.22 | 0.43 | NA | NA | … | … | 25.19 | 2.96 | 0.78 | 0.00 | 1.07 | 2.76 | 1.14 | 0.03 | 0.78 | 0.92 | -0.93 | 0.07 | 1.09 | 0.13 | 0.78 | 1.53 | -0.94 | -0.73 | -0.65 | 0.88 | 1.16 | -0.16 |
| Standard Deviation(%) | NA | 6.80 | 12.17 | 11.88 | 20.42 | NA | NA | … | … | 6.82 | 6.66 | 13.11 | 15.49 | 11.41 | 11.11 | 12.78 | 23.45 | 18.13 | 27.37 | 41.22 | 16.07 | 10.08 | 10.30 | 11.19 | 17.07 | 25.97 | 21.63 | 22.14 | 17.97 | 20.32 | 26.35 |
| Draw Down(%) | NA | 2.72 | 13.63 | 13.63 | 51.90 | NA | NA | … | … | 0.34 | 2.72 | 10.39 | 12.14 | 7.41 | 5.72 | 9.78 | 19.15 | 15.89 | 27.39 | 48.28 | 10.07 | 7.61 | 7.16 | 7.98 | 14.01 | 33.63 | 29.77 | 17.37 | 12.15 | 19.28 | 9.82 |
| Yield(%) | 0.00 | 0.76 | 0.82 | 1.02 | 1.02 | 1.36 | 0.92 | … | … | 0.00 | 0.77 | 0.72 | 0.92 | 0.63 | 0.96 | 1.31 | 0.58 | 1.14 | 1.40 | 0.71 | 0.67 | 0.64 | 0.41 | 0.94 | 0.28 | 0.00 | 0.00 | 0.00 | 0.27 | 0.16 | 0.08 |
Data as of 01/26/2018, Common starting date is 10/21/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPIBX (INVESCO S&P 500 INDEX FUND CLASS B) |
-17.31%
Mar 2000 – Mar 2003 |
-7.75%
Feb 2004 – Feb 2009 |
-4.71%
Feb 1999 – Feb 2009 |
2.46%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPIBX (INVESCO S&P 500 INDEX FUND CLASS B) |
24.23%
Feb 2009 – Feb 2012 |
21.59%
Feb 2009 – Feb 2014 |
7.25%
Mar 2003 – Mar 2013 |
8.69%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart