Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VCSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS C) | NA | -1.36% | 5.08% | 4.06% | 8.87% | 7.71% | NA | 4.37% |
Data as of 05/15/2020, AR inception is 11/30/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VCSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS C) | 11/30/2000 | 05/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.23 | -1.36 | 5.08 | 4.06 | 8.87 | 7.71 | NA | 4.37 | -14.73 | -4.27 | -25.76 | 1.68 | 0.28 | -18.25 | -15.27 | 14.22 | 2.74 | -14.54 | 22.90 | 16.64 | -36.22 | 12.89 | 11.95 | 11.99 | 20.92 | 37.89 | -27.26 | -39.42 | 7.58 |
| Sharpe Ratio | NA | -1.17 | -1.10 | -1.19 | -0.99 | NA | NA | -0.96 | -0.84 | -0.83 | -1.39 | -0.80 | -1.81 | -1.35 | -1.27 | -0.19 | -0.76 | -1.05 | 0.21 | -0.08 | -1.55 | -0.45 | -0.57 | -0.56 | 0.07 | 0.97 | -2.02 | -2.17 | 2.13 |
| Standard Deviation(%) | NA | 47.12 | 36.20 | 31.56 | 28.24 | NA | NA | 26.05 | 58.47 | 33.04 | 33.96 | 21.98 | 18.61 | 27.27 | 26.62 | 22.26 | 21.03 | 31.35 | 20.81 | 25.34 | 35.81 | 20.25 | 18.17 | 16.15 | 17.85 | 19.26 | 23.25 | 28.37 | 34.82 |
| Draw Down(%) | NA | 51.07 | 60.86 | 65.36 | 71.29 | NA | NA | 72.66 | 37.11 | 27.88 | 42.89 | 18.74 | 19.52 | 29.41 | 23.68 | 18.20 | 15.59 | 28.75 | 16.41 | 21.29 | 48.53 | 14.39 | 18.85 | 10.04 | 13.67 | 10.77 | 33.18 | 50.74 | 7.92 |
| Yield(%) | 8.21 | 32.12 | 21.05 | 14.20 | 13.91 | 11.99 | 6.65 | 7.00 | 7.69 | 31.43 | 20.37 | 21.31 | 2.50 | 16.78 | 17.22 | 20.44 | 12.74 | 10.57 | 0.00 | 0.00 | 0.00 | 7.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/15/2020, AR inception is 11/30/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS C) |
-15.30%
Dec 2000 - Dec 2003 |
-3.83%
Dec 2000 - Dec 2005 |
0.14%
Dec 2000 - Dec 2010 |
2.97%
Dec 2000 - Dec 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VCSCX (INVESCO SMALL CAP DISCOVERY FUND CLASS C) |
30.69%
Mar 2003 - Mar 2006 |
21.37%
Feb 2009 - Feb 2014 |
13.26%
Feb 2009 - Feb 2019 |
10.99%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart