Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
VBSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS B) | NA | 26.50% | 10.24% | 12.50% | 8.39% | 11.69% | NA | 6.00% |
Data as of 01/26/2018, AR inception is 02/06/2001
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
VBSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS B) | 02/06/2001 | 01/26/2018 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.74 | 26.50 | 10.24 | 12.50 | 8.39 | 11.69 | NA | 6.00 | 6.32 | 24.12 | 3.49 | -0.64 | 3.12 | 37.21 | 16.68 | -3.21 | 23.72 | 17.18 | -36.19 | 20.33 | 11.94 | 11.98 | 21.07 | 37.89 | -27.26 | -30.90 |
Sharpe Ratio | NA | 2.39 | 0.63 | 0.77 | 0.38 | NA | NA | 0.22 | 14.70 | 2.15 | 0.18 | -0.04 | 0.18 | 2.64 | 0.98 | -0.11 | 1.14 | 0.67 | -1.03 | 0.91 | 0.48 | 0.61 | 1.12 | 1.94 | -1.22 | -1.32 |
Standard Deviation(%) | NA | 10.79 | 15.86 | 15.98 | 21.95 | NA | NA | 21.33 | 9.17 | 10.96 | 18.51 | 17.78 | 17.40 | 14.10 | 17.04 | 30.20 | 20.74 | 25.41 | 35.87 | 19.03 | 18.21 | 16.09 | 17.91 | 19.18 | 23.20 | 27.49 |
Draw Down(%) | NA | 5.18 | 30.07 | 30.07 | 46.40 | NA | NA | 53.54 | 1.17 | 5.18 | 19.41 | 18.50 | 16.29 | 5.97 | 13.58 | 28.66 | 16.27 | 21.40 | 48.57 | 10.25 | 18.84 | 10.15 | 13.67 | 10.77 | 33.03 | 43.81 |
Yield(%) | 0.00 | 18.61 | 11.17 | 13.70 | 8.96 | 14.23 | 5.16 | 6.45 | 0.00 | 19.32 | 2.29 | 15.69 | 16.41 | 19.78 | 12.47 | 10.44 | 0.00 | 0.00 | 0.00 | 7.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/26/2018, AR inception is 02/06/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VBSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS B) |
-12.59%
Mar 2006 - Mar 2009 |
-1.26%
Feb 2004 - Feb 2009 |
4.58%
Jun 2001 - Jun 2011 |
5.03%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VBSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS B) |
30.73%
Mar 2003 - Mar 2006 |
22.19%
Feb 2009 - Feb 2014 |
11.59%
Mar 2003 - Mar 2013 |
10.95%
Dec 2002 - Dec 2017 |
Annualized Rolling Returns Comparison Chart