Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FVFDX (Invesco Fundamental Value Y ) | NA | 23.71% | 2.47% | 3.09% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 02/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FVFDX (Invesco Fundamental Value Y ) | 02/11/2003 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 23.71 | 2.47 | 3.09 | NA | NA | NA | … | … | 5.28 | 10.82 | 24.42 | -30.88 | 3.02 | 15.93 | 9.03 | 14.37 | 33.62 |
| Sharpe Ratio | NA | 1.69 | 0.08 | 0.08 | NA | NA | NA | … | … | 1.14 | 0.63 | 0.93 | -0.92 | 0.00 | 1.39 | 0.78 | 1.34 | 2.87 |
| Standard Deviation(%) | NA | 14.02 | 26.53 | 22.50 | NA | NA | NA | … | … | 11.15 | 17.14 | 26.20 | 34.37 | 14.08 | 9.11 | 8.84 | 9.99 | 13.20 |
| Draw Down(%) | NA | 8.04 | 44.46 | 51.40 | NA | NA | NA | … | … | 6.85 | 16.54 | 26.55 | 42.18 | 9.35 | 7.48 | 4.96 | 6.97 | 4.92 |
| Yield(%) | 0.00 | 1.11 | 2.56 | 5.79 | 7.04 | 4.69 | 3.52 | … | … | 0.00 | 1.03 | 1.70 | 5.28 | 9.82 | 12.54 | 11.35 | 8.70 | 3.76 |
Data as of 06/07/2011, Common starting date is 02/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVFDX (Invesco Fundamental Value Y ) |
-13.26%
Feb 2006 – Feb 2009 |
-4.26%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FVFDX (Invesco Fundamental Value Y ) |
19.18%
Mar 2003 – Mar 2006 |
11.82%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart