Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMSJX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R) | NA | 298,122.71% | 1,333.14% | 402.29% | 124.51% | NA | NA | … | … |
Data as of 04/04/2025, Common starting date is 08/30/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMSJX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R) | 08/30/2013 | 04/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 298,122.71 | 1,333.14 | 402.29 | 124.51 | NA | NA | … | … | 309,321.86 | 1.45 | 0.97 | -12.38 | 2.50 | 3.09 | 3.53 | -4.00 | 6.96 | 8.80 | -3.54 | 4.44 | 2.82 |
| Sharpe Ratio | NA | 370.93 | 2.87 | 1.11 | 0.48 | NA | NA | … | … | NA | -0.39 | -0.57 | -1.68 | 0.42 | 0.29 | 0.35 | -0.75 | 1.29 | 1.11 | -0.50 | 0.90 | 1.38 |
| Standard Deviation(%) | NA | 803.70 | 464.04 | 359.18 | 253.93 | NA | NA | … | … | 1,591.52 | 5.57 | 4.76 | 8.25 | 5.88 | 9.89 | 5.89 | 7.20 | 4.90 | 7.72 | 7.12 | 4.89 | 6.30 |
| Draw Down(%) | NA | 4.87 | 9.73 | 16.03 | 18.01 | NA | NA | … | … | 1.00 | 5.11 | 3.60 | 12.97 | 4.68 | 15.55 | 5.58 | 11.09 | 3.47 | 4.43 | 9.20 | 5.89 | 3.04 |
| Yield(%) | 0.00 | 97.89 | 32.20 | 21.16 | 10.74 | 7.64 | 5.73 | … | … | 101.49 | 8.10 | 1.09 | 0.00 | 8.50 | 0.00 | 6.96 | 0.12 | 4.59 | 13.08 | 1.84 | 3.17 | 6.49 |
Data as of 04/04/2025, Common starting date is 08/30/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSJX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R) |
-3.59%
Aug 2021 – Aug 2024 |
-2.15%
Jul 2018 – Jul 2023 |
0.49%
Jan 2015 – Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMSJX (INVESCO MACRO ALLOCATION STRATEGY FUND CLASS R) |
1,334.94%
Mar 2022 – Mar 2025 |
402.66%
Mar 2020 – Mar 2025 |
124.38%
Mar 2015 – Mar 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart