Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMFL (Invesco Multi-Factor Large Cap ETF) | NA | 1.48% | NA | NA | NA | NA | NA | … | … |
Data as of 02/26/2019, Common starting date is 06/23/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMFL (Invesco Multi-Factor Large Cap ETF) | 06/23/2017 | 02/26/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 1.48 | NA | NA | NA | NA | NA | … | … | 13.74 | -11.63 | 10.04 |
| Sharpe Ratio | NA | -0.10 | NA | NA | NA | NA | NA | … | … | 10.23 | -0.83 | 2.29 |
| Standard Deviation(%) | NA | 14.00 | NA | NA | NA | NA | NA | … | … | 13.03 | 15.68 | 8.50 |
| Draw Down(%) | NA | 20.41 | NA | NA | NA | NA | NA | … | … | 2.16 | 21.28 | 2.60 |
| Yield(%) | 0.00 | 1.45 | 1.27 | 0.76 | 0.38 | 0.25 | 0.19 | … | … | 0.00 | 1.47 | 2.21 |
Data as of 02/26/2019, Common starting date is 06/23/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMFL (Invesco Multi-Factor Large Cap 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 |
|---|---|---|---|---|
| GMFL (Invesco Multi-Factor Large Cap ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart