Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VTA (Invesco Dynamic Credit Opportunities Fund) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | NA |
Data as of 11/08/2021, AR inception is 07/17/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VTA (Invesco Dynamic Credit Opportunities Fund) | 07/17/2007 | 11/08/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | -100.00 | 4.16 | 10.22 | -12.30 | -2.58 | 26.47 | -3.68 | -1.31 | 10.79 | 27.27 | -6.50 | 12.22 | 91.24 | -49.59 | -11.99 |
| Sharpe Ratio | NA | 4.57 | 0.41 | 0.37 | 0.51 | NA | NA | 0.25 | 2.43 | 0.10 | 1.17 | -1.46 | -0.42 | 2.67 | -0.36 | -0.17 | 0.90 | 2.36 | -0.42 | 0.69 | 3.21 | -1.35 | -1.22 |
| Standard Deviation(%) | NA | 7.81 | 24.63 | 19.68 | 15.78 | NA | NA | 19.59 | 7.50 | 41.01 | 7.57 | 9.36 | 7.62 | 9.79 | 10.24 | 7.86 | 11.98 | 11.63 | 15.43 | 17.65 | 28.39 | 37.30 | 23.14 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 45.79 | 4.42 | 18.65 | 8.13 | 8.00 | 14.00 | 10.23 | 9.40 | 8.03 | 19.75 | 15.21 | 26.62 | 59.48 | 19.16 |
| Yield(%) | 0.00 | 9.28 | 8.09 | 7.61 | 8.19 | NA | NA | NA | 7.01 | 7.87 | 7.69 | 7.69 | 6.84 | 8.39 | 7.59 | 7.03 | 7.12 | 8.41 | 7.50 | 8.59 | 15.54 | 9.97 | NA |
Data as of 11/08/2021, AR inception is 07/17/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTA (Invesco Dynamic Credit Opportunities Fund) |
-6.41%
Mar 2017 - Mar 2020 |
-0.38%
Mar 2015 - Mar 2020 |
3.08%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VTA (Invesco Dynamic Credit Opportunities Fund) |
32.18%
Mar 2009 - Mar 2012 |
24.15%
Mar 2009 - Mar 2014 |
13.75%
Mar 2009 - Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart