Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACFYX (Invesco Van Kampen Ltd Duration Y ) | NA | 1.58% | 0.18% | -0.60% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 08/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACFYX (Invesco Van Kampen Ltd Duration Y ) | 08/29/2005 | 07/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.58 | 0.18 | -0.60 | NA | NA | NA | … | … | 0.64 | 2.11 | 5.34 | -14.79 | 2.72 | 3.50 | -0.79 |
| Sharpe Ratio | NA | 0.93 | 0.00 | -0.66 | NA | NA | NA | … | … | 0.74 | 1.32 | 2.75 | -3.37 | -0.15 | 0.13 | -4.48 |
| Standard Deviation(%) | NA | 1.62 | 2.55 | 2.68 | NA | NA | NA | … | … | 1.68 | 1.53 | 1.91 | 4.65 | 2.02 | 1.59 | 1.08 |
| Draw Down(%) | NA | 1.25 | 9.60 | 17.49 | NA | NA | NA | … | … | 0.77 | 1.25 | 0.55 | 17.49 | 1.35 | 0.53 | 1.13 |
| Yield(%) | 0.00 | 1.68 | 2.55 | 3.40 | 1.85 | 1.23 | 0.92 | … | … | 0.53 | 2.20 | 2.77 | 4.97 | 5.41 | 4.13 | 0.00 |
Data as of 07/01/2011, Common starting date is 08/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACFYX (Invesco Van Kampen Ltd Duration Y ) |
-3.86%
Nov 2005 – Nov 2008 |
-0.60%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACFYX (Invesco Van Kampen Ltd Duration Y ) |
0.11%
Jun 2008 – Jun 2011 |
-0.42%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart