Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WMCR (Invesco Wilshire Micro-Cap ETF) | NA | 0.77% | 14.49% | 4.85% | 14.63% | NA | NA | … | … |
Data as of 02/26/2019, Common starting date is 09/22/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WMCR (Invesco Wilshire Micro-Cap ETF) | 09/22/2006 | 02/26/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.55 | 0.77 | 14.49 | 4.85 | 14.63 | NA | NA | … | … | 17.72 | -23.46 | 26.54 | 18.56 | -3.91 | 3.54 | 47.93 | 22.53 | -16.95 | 24.27 | 20.00 | -40.70 | -16.21 | 13.68 |
| Sharpe Ratio | NA | -0.03 | 0.67 | 0.23 | 0.69 | NA | NA | … | … | 12.82 | -0.92 | 1.48 | 1.16 | -0.27 | 0.22 | 3.48 | 1.52 | -0.62 | 1.08 | 0.56 | -0.89 | -0.96 | 3.67 |
| Standard Deviation(%) | NA | 23.02 | 20.32 | 18.64 | 20.93 | NA | NA | … | … | 15.09 | 26.83 | 17.56 | 15.75 | 14.74 | 15.82 | 13.77 | 14.90 | 27.33 | 22.30 | 35.40 | 46.65 | 20.13 | 15.64 |
| Draw Down(%) | NA | 29.65 | 29.65 | 29.65 | 33.43 | NA | NA | … | … | 1.13 | 29.65 | 6.76 | 15.95 | 15.92 | 15.76 | 5.43 | 12.68 | 33.43 | 20.35 | 39.70 | 54.22 | 23.88 | 5.52 |
| Yield(%) | 0.00 | 1.29 | 2.33 | 2.10 | 4.39 | 1.48 | 1.11 | … | … | 0.00 | 1.19 | 2.28 | 2.00 | 1.59 | 3.62 | 1.74 | 1.32 | 3.36 | 0.38 | 1.14 | 2.44 | 1.58 | 0.29 |
Data as of 02/26/2019, Common starting date is 09/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMCR (Invesco Wilshire Micro-Cap ETF) |
-18.98%
Jun 2007 – Jun 2010 |
-9.25%
Dec 2006 – Dec 2011 |
2.08%
Oct 2006 – Oct 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WMCR (Invesco Wilshire Micro-Cap ETF) |
23.79%
Mar 2009 – Mar 2012 |
25.88%
Feb 2009 – Feb 2014 |
12.08%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart