Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMBBX (Invesco Municipal Bond B) | NA | -3.05% | 3.23% | 3.64% | 2.99% | 3.39% | NA | … | … |
Data as of 07/12/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMBBX (Invesco Municipal Bond B) | 06/21/1996 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | -3.05 | 3.23 | 3.64 | 2.99 | 3.39 | NA | … | … | -5.09 | 7.56 | 9.60 | 0.62 | 11.44 | -4.22 | 1.82 | 3.81 | 2.60 | 2.04 | 4.40 | 7.46 | 3.19 | 7.79 | -3.28 | 4.48 | 6.59 | 4.26 |
| Sharpe Ratio | NA | -0.83 | 0.96 | 0.91 | 0.56 | NA | NA | … | … | -2.10 | 3.03 | 3.32 | 0.19 | 3.70 | -0.82 | -0.50 | 0.24 | 0.18 | 0.34 | 1.12 | 2.07 | 0.36 | 1.76 | -2.83 | 0.52 | -21.23 | 1.74 |
| Standard Deviation(%) | NA | 3.72 | 3.32 | 3.87 | 3.42 | NA | NA | … | … | 4.51 | 2.49 | 2.88 | 2.87 | 3.07 | 6.28 | 2.44 | 2.14 | 2.38 | 3.22 | 3.30 | 3.08 | 2.45 | 2.13 | 2.29 | 2.25 | 2.28 | 2.72 |
| Draw Down(%) | NA | 8.04 | 8.04 | 10.49 | 10.96 | NA | NA | … | … | 7.67 | 2.09 | 2.86 | 5.45 | 2.35 | 10.96 | 2.54 | 1.25 | 2.10 | 5.96 | 4.98 | 3.52 | 2.99 | 2.06 | 4.89 | 1.43 | 1.34 | 1.10 |
| Yield(%) | 0.00 | 2.56 | 3.37 | 3.46 | 3.26 | 3.52 | 3.19 | … | … | 1.12 | 3.17 | 3.94 | 3.46 | 3.96 | 3.50 | 3.38 | 3.49 | 3.78 | 2.14 | 3.83 | 4.16 | 4.16 | 4.50 | 4.23 | 4.27 | 4.37 | 2.61 |
Data as of 07/12/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMBBX (Invesco Municipal Bond B) |
0.25%
Nov 2005 – Nov 2008 |
1.05%
Nov 2003 – Nov 2008 |
2.39%
Nov 1998 – Nov 2008 |
3.42%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMBBX (Invesco Municipal Bond B) |
7.29%
Jan 2009 – Jan 2012 |
5.74%
Feb 2008 – Feb 2013 |
4.28%
Nov 2002 – Nov 2012 |
4.07%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison Chart