Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTVVX (Invesco Basic Value I ) | NA | 20.94% | -8.23% | -8.66% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 05/15/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTVVX (Invesco Basic Value I ) | 05/15/2002 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.94 | -8.23 | -8.66 | NA | NA | NA | … | … | 3.41 | 7.45 | 49.30 | -58.33 | -13.25 | 7.10 | 6.04 | 11.50 | 34.67 | -24.31 |
| Sharpe Ratio | NA | 1.38 | -0.23 | -0.30 | NA | NA | NA | … | … | 0.70 | 0.35 | 1.29 | -1.14 | -0.71 | 0.30 | 0.37 | 0.89 | 1.87 | -1.11 |
| Standard Deviation(%) | NA | 15.08 | 38.25 | 32.66 | NA | NA | NA | … | … | 11.49 | 20.87 | 38.06 | 52.05 | 23.29 | 12.34 | 10.13 | 11.84 | 18.13 | 33.20 |
| Draw Down(%) | NA | 10.49 | 67.35 | 76.66 | NA | NA | NA | … | … | 6.10 | 21.11 | 33.61 | 62.61 | 22.42 | 9.55 | 7.23 | 9.98 | 16.18 | 36.94 |
| Yield(%) | 0.00 | 0.13 | 0.03 | 0.01 | 0.01 | 0.01 | 0.00 | … | … | 0.00 | 0.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 05/15/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTVVX (Invesco Basic Value I ) |
-33.17%
Feb 2006 – Feb 2009 |
-18.88%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTVVX (Invesco Basic Value I ) |
21.25%
Mar 2003 – Mar 2006 |
13.99%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart