Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GADDX (Invesco Global Advantage Y ) | NA | -10.78% | 17.85% | -1.33% | 3.98% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 05/08/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GADDX (Invesco Global Advantage Y ) | 05/08/2000 | 02/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.78 | 17.85 | -1.33 | 3.98 | NA | NA | … | … | 0.00 | -8.71 | 16.23 | 37.53 | -42.61 | 16.93 | 19.03 | 6.77 | 12.24 | 31.53 | -21.12 | -23.75 | -16.98 |
| Sharpe Ratio | NA | -0.45 | 0.84 | -0.08 | 0.14 | NA | NA | … | … | 0.00 | -0.36 | 0.92 | 1.56 | -1.14 | 0.79 | 1.28 | 0.49 | 0.90 | 2.02 | -1.04 | -1.36 | -1.67 |
| Standard Deviation(%) | NA | 23.90 | 21.07 | 25.65 | 21.02 | NA | NA | … | … | NA | 24.46 | 17.58 | 24.05 | 38.01 | 17.76 | 12.34 | 9.45 | 12.58 | 15.27 | 21.41 | 19.38 | 17.37 |
| Draw Down(%) | NA | 21.87 | 21.87 | 57.43 | 57.43 | NA | NA | … | … | 0.00 | 21.87 | 12.49 | 22.15 | 55.54 | 12.01 | 14.14 | 6.70 | 10.54 | 15.37 | 31.60 | 36.29 | 22.10 |
| Yield(%) | 0.00 | 0.00 | 0.23 | 0.33 | 0.26 | 0.79 | 0.59 | … | … | 0.00 | 0.00 | 0.00 | 0.60 | 0.86 | 0.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.44 |
Data as of 02/24/2012, Common starting date is 05/08/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GADDX (Invesco Global Advantage Y ) |
-17.88%
Jun 2000 – Jun 2003 |
-6.35%
Jun 2000 – Jun 2005 |
-2.01%
Jun 2000 – Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GADDX (Invesco Global Advantage Y ) |
21.25%
Mar 2003 – Mar 2006 |
18.66%
Sep 2002 – Sep 2007 |
5.11%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart