Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
VIFIX (Invesco Van Kampen Intl Gr Y ) | NA | 30.70% | -6.27% | 1.82% | NA | NA | NA | 3.02% |
Data as of 06/07/2011, AR inception is 12/21/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
VIFIX (Invesco Van Kampen Intl Gr Y ) | 12/21/2005 | 06/07/2011 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 30.70 | -6.27 | 1.82 | NA | NA | NA | 3.02 | 4.56 | 6.48 | 38.21 | -48.68 | 15.31 | 27.37 | 0.06 |
Sharpe Ratio | NA | 2.02 | -0.20 | 0.02 | NA | NA | NA | 0.05 | 0.86 | 0.31 | 1.34 | -1.14 | 0.63 | 1.51 | -0.02 |
Standard Deviation(%) | NA | 15.20 | 31.82 | 27.68 | NA | NA | NA | 26.57 | 12.64 | 20.39 | 28.41 | 43.24 | 19.56 | 15.97 | 9.88 |
Draw Down(%) | NA | 6.76 | 59.49 | 63.44 | NA | NA | NA | 63.44 | 6.61 | 18.44 | 26.05 | 59.09 | 13.19 | 18.15 | 0.73 |
Yield(%) | 0.00 | 1.44 | 1.26 | 1.48 | 0.78 | 0.52 | 0.39 | 1.57 | 0.00 | 1.20 | 2.35 | 1.62 | 1.70 | 0.42 | 0.00 |
Data as of 06/07/2011, AR inception is 12/21/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VIFIX (Invesco Van Kampen Intl Gr Y ) |
-17.05%
Feb 2006 - Feb 2009 |
0.76%
Mar 2006 - Mar 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
VIFIX (Invesco Van Kampen Intl Gr Y ) |
-4.82%
Sep 2006 - Sep 2009 |
1.31%
Feb 2006 - Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart