Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COAIX (Invesco Commodities Strategy Y) | NA | -40.19% | -8.51% | NA | NA | NA | NA | … | … |
Data as of 06/08/2012, Common starting date is 05/06/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COAIX (Invesco Commodities Strategy Y) | 05/06/2008 | 06/08/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | -40.19 | -8.51 | NA | NA | NA | NA | … | … | -29.98 | -12.68 | 14.96 | 18.06 | -43.67 |
| Sharpe Ratio | NA | -0.84 | -0.22 | NA | NA | NA | NA | … | … | -1.17 | -0.68 | 0.83 | 0.71 | -0.04 |
| Standard Deviation(%) | NA | 47.91 | 39.21 | NA | NA | NA | NA | … | … | 47.63 | 18.79 | 17.96 | 25.45 | 1,441.40 |
| Draw Down(%) | NA | 41.36 | 43.81 | NA | NA | NA | NA | … | … | 35.49 | 21.52 | 16.46 | 18.02 | 99.97 |
| Yield(%) | 0.00 | 18.47 | 8.66 | 3.37 | 1.68 | 1.12 | 0.84 | … | … | 0.00 | 18.90 | 2.67 | 0.00 | 1.38 |
Data as of 06/08/2012, Common starting date is 05/06/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COAIX (Invesco Commodities Strategy Y) |
-12.92%
Jun 2008 – Jun 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COAIX (Invesco Commodities Strategy Y) |
12.05%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart