Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HYLAX (Invesco High-Yield Secs A) | NA | 8.08% | 8.61% | 8.97% | 8.11% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HYLAX (Invesco High-Yield Secs A) | 11/12/1998 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.40 | 8.08 | 8.61 | 8.97 | 8.11 | NA | NA | … | … | 0.45 | 18.84 | 0.11 | 10.55 | 48.90 | -22.02 | 3.61 | 9.61 | 3.29 | 8.93 | 28.28 | -9.72 | -28.23 | -30.39 | 2.80 | 0.74 |
| Sharpe Ratio | NA | 2.43 | 2.19 | 1.28 | 1.09 | NA | NA | … | … | 0.20 | 7.44 | 0.02 | 2.73 | 6.07 | -1.99 | 0.06 | 2.03 | 0.29 | 2.01 | 5.87 | -1.62 | -3.29 | -5.08 | -0.13 | 0.85 |
| Standard Deviation(%) | NA | 3.31 | 3.90 | 7.04 | 6.41 | NA | NA | … | … | 4.03 | 2.55 | 5.16 | 3.83 | 8.04 | 11.51 | 9.82 | 3.13 | 3.87 | 3.97 | 4.70 | 6.68 | 9.41 | 6.78 | 3.14 | 3.19 |
| Draw Down(%) | NA | 6.24 | 11.14 | 30.53 | 33.27 | NA | NA | … | … | 6.24 | 2.57 | 11.14 | 4.53 | 8.06 | 33.27 | 8.14 | 1.27 | 5.90 | 4.30 | 3.22 | 18.08 | 34.02 | 32.17 | 5.56 | 1.29 |
| Yield(%) | 0.00 | 5.63 | 6.04 | 67.01 | 67.84 | 38.41 | 28.81 | … | … | 2.43 | 6.37 | 5.84 | 6.77 | 103.41 | 73.41 | 65.73 | 66.47 | 71.20 | 64.44 | 69.74 | 131.44 | 133.54 | 126.57 | 123.51 | 26.89 |
Data as of 07/12/2013, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLAX (Invesco High-Yield Secs A) |
-23.86%
Sep 1999 – Sep 2002 |
-10.28%
Apr 1999 – Apr 2004 |
-5.10%
Dec 1998 – Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLAX (Invesco High-Yield Secs A) |
20.58%
Nov 2008 – Nov 2011 |
11.68%
Oct 2002 – Oct 2007 |
9.97%
Oct 2002 – Oct 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart