Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMBIX (Invesco Municipal Bond Investor) | NA | -2.42% | 3.88% | 4.38% | NA | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 10/20/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMBIX (Invesco Municipal Bond Investor) | 10/20/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.25 | -2.42 | 3.88 | 4.38 | NA | NA | NA | … | … | -4.87 | 8.49 | 10.04 | 1.37 | 12.43 | -3.38 | 2.76 | 4.63 | 3.53 | 2.70 | 2.36 |
| Sharpe Ratio | NA | -0.67 | 1.15 | 1.09 | NA | NA | NA | … | … | -2.04 | 3.33 | 3.41 | 0.44 | 3.88 | -0.68 | -0.10 | 0.60 | 0.53 | 0.52 | 4.95 |
| Standard Deviation(%) | NA | 3.70 | 3.34 | 3.90 | NA | NA | NA | … | … | 4.44 | 2.56 | 2.94 | 2.92 | 3.18 | 6.31 | 2.59 | 2.24 | 2.55 | 3.37 | 2.39 |
| Draw Down(%) | NA | 7.65 | 7.65 | 10.43 | NA | NA | NA | … | … | 7.51 | 2.09 | 2.86 | 5.34 | 2.35 | 10.43 | 2.17 | 1.12 | 2.15 | 5.85 | 0.37 |
| Yield(%) | 0.00 | 3.35 | 4.06 | 4.20 | 3.95 | 2.63 | 1.97 | … | … | 1.48 | 4.06 | 4.35 | 4.20 | 4.86 | 4.34 | 4.27 | 4.38 | 4.66 | 2.64 | 0.74 |
Data as of 07/12/2013, Common starting date is 10/20/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMBIX (Invesco Municipal Bond Investor) |
1.16%
Nov 2005 – Nov 2008 |
1.91%
Nov 2003 – Nov 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMBIX (Invesco Municipal Bond Investor) |
8.02%
Jan 2009 – Jan 2012 |
6.51%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart