Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AMKRX (INVESCO MODERATE ALLOCATION FUND CLASS R) | NA | -47.91% | -17.36% | -9.93% | -1.18% | 0.12% | NA | … | … |
Data as of 05/15/2020, Common starting date is 06/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMKRX (INVESCO MODERATE ALLOCATION FUND CLASS R) | 06/17/2004 | 05/15/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -45.93 | -47.91 | -17.36 | -9.93 | -1.18 | 0.12 | NA | … | … | -12.81 | 17.47 | -6.71 | 12.40 | 7.88 | -4.35 | 4.14 | 10.31 | 12.91 | 1.01 | 11.77 | 26.44 | -31.24 | 6.91 | 11.41 | 7.22 | 8.72 |
| Sharpe Ratio | NA | -0.34 | -0.04 | 0.06 | 0.46 | NA | NA | … | … | -1.00 | 2.44 | -0.99 | 3.19 | 0.96 | -0.54 | 0.72 | 1.51 | 1.78 | 0.08 | 1.17 | 1.87 | -1.51 | 0.41 | 1.10 | 0.85 | 2.58 |
| Standard Deviation(%) | NA | 19.70 | 12.65 | 10.92 | 9.76 | NA | NA | … | … | 31.17 | 6.57 | 8.16 | 3.70 | 7.96 | 8.05 | 5.75 | 6.82 | 7.30 | 12.03 | 10.03 | 14.07 | 21.26 | 9.54 | 7.40 | 5.96 | 5.99 |
| Draw Down(%) | NA | 26.94 | 26.94 | 26.94 | 26.94 | NA | NA | … | … | 26.94 | 3.56 | 12.50 | 1.38 | 6.01 | 10.33 | 5.43 | 7.22 | 6.31 | 10.82 | 8.51 | 15.84 | 38.61 | 6.99 | 8.04 | 4.60 | 4.60 |
| Yield(%) | 2.47 | 10.76 | 6.59 | 4.66 | 4.49 | 4.24 | 3.40 | … | … | 2.53 | 9.28 | 5.31 | 3.91 | 1.69 | 1.58 | 1.85 | 1.77 | 3.88 | 2.07 | 2.65 | 4.11 | 4.91 | 5.83 | 4.99 | 1.81 | 0.89 |
Data as of 05/15/2020, Common starting date is 06/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMKRX (INVESCO MODERATE ALLOCATION FUND CLASS R) |
-10.43%
Feb 2006 – Feb 2009 |
0.05%
May 2007 – May 2012 |
3.16%
Jan 2006 – Jan 2016 |
3.69%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMKRX (INVESCO MODERATE ALLOCATION FUND CLASS R) |
19.22%
Feb 2009 – Feb 2012 |
14.84%
Feb 2009 – Feb 2014 |
9.09%
Feb 2009 – Feb 2019 |
5.30%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart