Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWLV (Invesco DWA Momentum & Low Vol Rttn ETF) | NA | -1.09% | NA | NA | NA | NA | NA | … | … |
Data as of 02/27/2019, Common starting date is 07/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWLV (Invesco DWA Momentum & Low Vol Rttn ETF) | 07/15/2016 | 02/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.09 | NA | NA | NA | NA | NA | … | … | 12.55 | -10.08 | 23.12 | 0.71 |
| Sharpe Ratio | NA | -0.16 | NA | NA | NA | NA | NA | … | … | 10.10 | -0.72 | 2.67 | 0.17 |
| Standard Deviation(%) | NA | 15.25 | NA | NA | NA | NA | NA | … | … | 11.20 | 15.79 | 8.45 | 7.74 |
| Draw Down(%) | NA | 21.75 | NA | NA | NA | NA | NA | … | … | 1.60 | 21.75 | 2.52 | 6.50 |
| Yield(%) | 0.00 | 1.53 | 1.28 | 0.77 | 0.38 | 0.26 | 0.19 | … | … | 0.00 | 1.56 | 1.17 | 0.75 |
Data as of 02/27/2019, Common starting date is 07/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWLV (Invesco DWA Momentum & Low Vol Rttn ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| DWLV (Invesco DWA Momentum & Low Vol Rttn ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart