Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPNYX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS Y) | NA | -18.74% | -8.93% | -6.82% | NA | NA | NA | … | … |
Data as of 12/22/2020, Common starting date is 12/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPNYX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS Y) | 12/19/2013 | 12/22/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.74 | -8.93 | -6.82 | NA | NA | NA | … | … | -18.63 | -9.28 | 3.14 | -9.03 | 2.09 | 8.12 | 10.45 | -2.50 |
| Sharpe Ratio | NA | -2.30 | -1.29 | -0.97 | NA | NA | NA | … | … | -2.27 | -1.61 | 0.23 | -1.28 | 0.23 | 0.93 | 1.41 | -9.24 |
| Standard Deviation(%) | NA | 8.37 | 7.71 | 7.78 | NA | NA | NA | … | … | 8.46 | 6.65 | 7.93 | 7.60 | 8.12 | 8.75 | 7.40 | 6.47 |
| Draw Down(%) | NA | 18.97 | 27.05 | 32.79 | NA | NA | NA | … | … | 18.85 | 11.56 | 4.16 | 9.03 | 13.24 | 10.60 | 5.93 | 2.50 |
| Yield(%) | 0.00 | 0.00 | 3.25 | 3.85 | 3.35 | 2.23 | 1.68 | … | … | 0.00 | 0.00 | 9.89 | 11.12 | 0.06 | 12.53 | 0.00 | 0.00 |
Data as of 12/22/2020, Common starting date is 12/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPNYX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS Y) |
-9.46%
Oct 2017 – Oct 2020 |
-7.11%
Nov 2015 – Nov 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPNYX (INVESCO ALL CAP MARKET NEUTRAL FUND CLASS Y) |
5.52%
Feb 2014 – Feb 2017 |
1.35%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart