Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUBIX (INVESCO WORLD BOND FUND CLASS R5) | NA | 176,291.90% | 1,025.69% | 344.70% | 111.22% | 66.69% | NA | … | … |
Data as of 12/19/2023, Common starting date is 04/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUBIX (INVESCO WORLD BOND FUND CLASS R5) | 04/17/2006 | 12/19/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 175,410.44 | 176,291.90 | 1,025.69 | 344.70 | 111.22 | 66.69 | NA | … | … | 177,317.43 | -16.85 | -3.66 | 9.37 | 10.85 | -4.07 | 9.03 | 5.67 | -5.85 | -1.50 | -1.17 | 5.14 | 5.34 | 3.40 | 7.00 | 2.77 | 9.58 | 6.11 |
| Sharpe Ratio | NA | 235.55 | 2.37 | 1.03 | 0.47 | NA | NA | … | … | 307.58 | -2.23 | -0.95 | 1.48 | 2.27 | -1.20 | 2.01 | 0.76 | -0.80 | -0.04 | -0.19 | 0.96 | 0.73 | 0.41 | 0.67 | 0.17 | 1.14 | 0.76 |
| Standard Deviation(%) | NA | 748.42 | 431.86 | 334.35 | 236.76 | NA | NA | … | … | 760.64 | 8.22 | 3.89 | 6.15 | 4.16 | 4.49 | 4.21 | 7.23 | 7.38 | 38.16 | 6.49 | 5.35 | 7.31 | 8.15 | 10.28 | 10.98 | 5.80 | 7.05 |
| Draw Down(%) | NA | 7.77 | 25.47 | 25.47 | 28.61 | NA | NA | … | … | 7.77 | 22.43 | 4.84 | 10.05 | 1.61 | 8.13 | 2.99 | 10.51 | 6.73 | 27.46 | 7.30 | 3.54 | 6.93 | 9.84 | 8.78 | 16.03 | 4.47 | 4.32 |
| Yield(%) | 0.00 | 1.20 | 1.40 | 2.24 | 2.17 | 2.83 | 2.83 | … | … | 100.92 | 1.23 | 2.11 | 3.04 | 3.05 | 2.84 | 3.29 | 2.08 | 1.37 | 2.66 | 3.18 | 1.41 | 6.45 | 8.04 | 1.73 | 1.91 | 5.77 | 2.12 |
Data as of 12/19/2023, Common starting date is 04/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUBIX (INVESCO WORLD BOND FUND CLASS R5) |
-7.00%
Oct 2020 – Oct 2023 |
-2.20%
Oct 2017 – Oct 2022 |
-0.78%
Oct 2012 – Oct 2022 |
1.02%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUBIX (INVESCO WORLD BOND FUND CLASS R5) |
9.54%
Oct 2008 – Oct 2011 |
6.86%
Aug 2006 – Aug 2011 |
3.97%
Sep 2006 – Sep 2016 |
3.62%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart