Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USLB (Invesco Russell 1000 Low Beta Equal Weight ETF) | NA | -80,745.05% | nan% | nan% | NA | NA | NA | … | … |
Data as of 04/06/2023, Common starting date is 11/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USLB (Invesco Russell 1000 Low Beta Equal Weight ETF) | 11/05/2015 | 04/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -89,400.00 | -80,745.05 | nan | nan | NA | NA | NA | … | … | -4.95 | -9.91 | 23.77 | -5.46 | 26.61 | -8.81 | 16.82 | 10.39 | -1.03 |
| Sharpe Ratio | NA | -0.61 | 0.44 | 0.12 | NA | NA | NA | … | … | -1.54 | -0.54 | 2.22 | -0.15 | 2.31 | -0.76 | 2.22 | 0.76 | -0.41 |
| Standard Deviation(%) | NA | 20.29 | 18.89 | 20.59 | NA | NA | NA | … | … | 14.99 | 21.12 | 10.71 | 36.80 | 10.93 | 13.40 | 7.34 | 13.36 | 16.48 |
| Draw Down(%) | NA | 16.94 | 20.17 | 37.10 | NA | NA | NA | … | … | 12.09 | 20.17 | 5.73 | 37.10 | 4.90 | 18.09 | 2.75 | 11.01 | 4.58 |
| Yield(%) | 0.00 | 1.92 | 2.43 | 2.16 | 1.67 | 1.11 | 0.83 | … | … | 95.51 | 1.71 | 0.98 | 2.46 | 2.57 | 1.52 | 1.67 | 1.81 | 0.00 |
Data as of 04/06/2023, Common starting date is 11/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USLB (Invesco Russell 1000 Low Beta Equal Weight ETF) |
-0.67%
Sep 2019 – Sep 2022 |
2.91%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USLB (Invesco Russell 1000 Low Beta Equal Weight ETF) |
14.00%
Dec 2018 – Dec 2021 |
9.55%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart