Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTNDX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS A) | NA | -1,044,680.83% | nan% | nan% | nan% | nan% | nan% | … | … |
Data as of 04/04/2025, Common starting date is 12/18/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTNDX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS A) | 12/18/1997 | 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1,044,680.83 | nan | nan | nan | nan | nan | … | … | 3.45 | 6.83 | 13.15 | -12.18 | 14.86 | -5.23 | 17.36 | -10.47 | 15.85 | 3.36 | -7.03 | -0.27 | 29.23 | 13.33 | -2.96 | 13.00 | 27.48 | -43.89 | 4.86 | 18.89 | 9.43 | 21.64 | 37.52 | -9.55 | -17.03 | -7.89 | 51.93 | 9.37 | 2.33 |
| Sharpe Ratio | NA | -0.06 | -0.01 | 0.61 | 0.13 | NA | NA | … | … | 1.61 | 0.03 | 1.01 | -0.90 | 1.51 | -0.19 | 1.76 | -1.07 | 2.46 | 0.23 | -0.49 | -0.03 | 2.75 | 0.97 | -0.12 | 0.66 | 1.03 | -1.09 | 0.11 | 1.31 | 0.74 | 1.88 | 2.92 | -0.68 | -1.26 | -0.50 | 3.20 | 0.35 | 5.75 |
| Standard Deviation(%) | NA | 9.47 | 10.49 | 11.77 | 13.80 | NA | NA | … | … | 6.87 | 9.50 | 8.91 | 15.17 | 9.81 | 28.62 | 9.07 | 11.11 | 6.20 | 13.54 | 14.35 | 9.98 | 10.61 | 13.80 | 24.71 | 19.71 | 26.53 | 40.93 | 16.57 | 11.97 | 9.82 | 11.00 | 12.63 | 15.67 | 15.59 | 23.82 | 15.22 | 17.37 | 17.87 |
| Draw Down(%) | NA | 6.96 | 19.19 | 23.34 | 33.54 | NA | NA | … | … | 1.95 | 6.50 | 7.65 | 22.55 | 5.59 | 33.54 | 5.26 | 17.64 | 2.65 | 8.71 | 16.18 | 14.84 | 7.59 | 13.28 | 21.21 | 17.22 | 26.72 | 52.60 | 11.06 | 12.73 | 7.47 | 6.98 | 10.56 | 21.45 | 29.56 | 22.82 | 8.48 | 29.19 | 2.29 |
| Yield(%) | 0.00 | 107.40 | 37.27 | 31.22 | 13.05 | 12.88 | 8.37 | … | … | 105.51 | 8.52 | 8.30 | 6.26 | 2.98 | 1.84 | 2.37 | 1.68 | 3.31 | 3.65 | 3.82 | 3.71 | 2.27 | 2.55 | 1.28 | 1.41 | 2.34 | 4.06 | 15.23 | 12.60 | 10.28 | 5.92 | 1.37 | 0.00 | 0.45 | 7.25 | 12.83 | 1.49 | 4.38 |
Data as of 04/04/2025, Common starting date is 12/18/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTNDX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS A) |
-18.12%
Feb 2006 – Feb 2009 |
-5.90%
Feb 2004 – Feb 2009 |
0.42%
Aug 2000 – Aug 2010 |
0.57%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTNDX (INVESCO GLOBAL LOW VOLATILITY EQUITY YIELD FUND CLASS A) |
26.85%
Mar 2003 – Mar 2006 |
20.44%
Feb 2009 – Feb 2014 |
10.28%
Feb 2009 – Feb 2019 |
8.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart