Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GNDSX (Invesco Global Low Volatility Equity Yie) | NA | 13,741,723.98% | 5,186.23% | 1,058.69% | NA | NA | NA | … | … |
Data as of 04/04/2025, Common starting date is 04/05/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNDSX (Invesco Global Low Volatility Equity Yie) | 04/05/2017 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13,741,723.98 | 5,186.23 | 1,058.69 | NA | NA | NA | … | … | 3.49 | 7.00 | 13.37 | -11.91 | 15.17 | -4.89 | 17.78 | -10.03 | 8.88 |
| Sharpe Ratio | NA | -0.05 | 0.01 | 0.63 | NA | NA | NA | … | … | 1.68 | 0.04 | 1.03 | -0.88 | 1.54 | -0.18 | 1.80 | -1.02 | 1.83 |
| Standard Deviation(%) | NA | 9.43 | 10.47 | 11.79 | NA | NA | NA | … | … | 6.74 | 9.46 | 8.93 | 15.20 | 9.82 | 28.69 | 9.10 | 11.18 | 6.30 |
| Draw Down(%) | NA | 6.90 | 19.09 | 23.13 | NA | NA | NA | … | … | 1.93 | 6.55 | 7.49 | 22.47 | 5.48 | 33.57 | 5.20 | 17.50 | 2.62 |
| Yield(%) | 0.00 | 107.57 | 37.50 | 31.54 | 13.44 | 8.96 | 6.72 | … | … | 105.52 | 8.78 | 8.55 | 6.48 | 3.33 | 2.21 | 2.88 | 2.07 | 2.68 |
Data as of 04/04/2025, Common starting date is 04/05/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNDSX (Invesco Global Low Volatility Equity Yie) |
-3.52%
Sep 2019 – Sep 2022 |
-1.32%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNDSX (Invesco Global Low Volatility Equity Yie) |
5,203.90%
Mar 2022 – Mar 2025 |
1,049.71%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart