Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACDBX (Invesco Capital Development B) | NA | -7.27% | 11.73% | -4.23% | 3.38% | 5.22% | NA | … | … |
Data as of 06/08/2012, Common starting date is 11/14/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACDBX (Invesco Capital Development B) | 11/14/1996 | 06/08/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.24 | -7.27 | 11.73 | -4.23 | 3.38 | 5.22 | NA | … | … | 4.08 | -8.13 | 18.21 | 40.82 | -47.50 | 9.67 | 15.39 | 8.80 | 14.65 | 34.44 | -22.26 | -9.19 | 8.88 | 26.81 | 3.79 | 22.67 | 3.29 |
| Sharpe Ratio | NA | -0.24 | 0.47 | -0.16 | 0.09 | NA | NA | … | … | 0.53 | -0.27 | 0.83 | 1.40 | -1.19 | 0.39 | 0.83 | 0.55 | 0.79 | 2.13 | -1.03 | -0.53 | 0.13 | 1.55 | 0.02 | -2.09 | 2.59 |
| Standard Deviation(%) | NA | 30.66 | 24.65 | 29.65 | 24.30 | NA | NA | … | … | 18.01 | 30.06 | 21.79 | 29.01 | 40.70 | 17.30 | 14.56 | 12.08 | 17.39 | 15.82 | 22.71 | 22.25 | 36.77 | 15.22 | 22.16 | 15.51 | 10.31 |
| Draw Down(%) | NA | 28.41 | 28.81 | 60.43 | 60.43 | NA | NA | … | … | 13.68 | 28.81 | 18.20 | 21.42 | 57.13 | 14.10 | 14.45 | 8.98 | 13.27 | 11.39 | 35.12 | 27.00 | 25.43 | 14.82 | 39.85 | 16.72 | 3.45 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.14 | 5.35 | 6.27 | 4.99 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 12.21 | 12.26 | 15.09 | 8.80 | 3.30 | 0.00 | 0.00 | 15.17 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2012, Common starting date is 11/14/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDBX (Invesco Capital Development B) |
-18.21%
Feb 2006 – Feb 2009 |
-6.97%
Feb 2004 – Feb 2009 |
-0.74%
Aug 2000 – Aug 2010 |
5.12%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDBX (Invesco Capital Development B) |
30.56%
Mar 1997 – Mar 2000 |
18.26%
Sep 2002 – Sep 2007 |
11.51%
Apr 1997 – Apr 2007 |
6.89%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart