Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HYLBX (Invesco High-Yield Secs B) | NA | 7.65% | 8.12% | 71.88% | 32.11% | 14.72% | NA | … | … |
Data as of 07/12/2013, Common starting date is 10/17/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HYLBX (Invesco High-Yield Secs B) | 10/17/1997 | 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 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.46 | 7.65 | 8.12 | 71.88 | 32.11 | 14.72 | NA | … | … | 0.26 | 18.24 | -0.29 | 9.94 | 1,329.84 | -20.10 | 1.18 | 4.20 | -1.20 | 2.41 | 11.01 | -9.95 | -25.37 | -30.35 | 1.87 | -3.31 | -0.08 |
| Sharpe Ratio | NA | 2.31 | 2.08 | 2.00 | 1.60 | NA | NA | … | … | 0.11 | 7.22 | -0.06 | 2.57 | 5.78 | -1.89 | -0.18 | 0.28 | -0.88 | 0.35 | 2.17 | -1.67 | -3.03 | -5.03 | -0.44 | -1.80 | -1.21 |
| Standard Deviation(%) | NA | 3.29 | 3.87 | 35.86 | 19.41 | NA | NA | … | … | 4.02 | 2.54 | 5.11 | 3.83 | 230.16 | 11.10 | 10.08 | 3.25 | 3.85 | 4.15 | 4.75 | 6.62 | 9.26 | 6.84 | 3.11 | 3.68 | 3.23 |
| Draw Down(%) | NA | 6.25 | 11.27 | 28.30 | 30.61 | NA | NA | … | … | 6.25 | 2.65 | 11.27 | 4.56 | 7.00 | 30.61 | 8.71 | 1.28 | 3.37 | 2.98 | 2.06 | 12.55 | 33.19 | 32.42 | 6.16 | 10.98 | 1.72 |
| Yield(%) | 0.00 | 5.14 | 5.52 | 50.00 | 27.36 | 7.10 | 5.46 | … | … | 2.20 | 5.82 | 5.35 | 6.29 | 62.54 | 7.13 | 6.08 | 6.28 | 6.39 | 6.26 | 8.21 | 12.47 | 13.02 | 12.26 | 11.88 | 10.43 | 2.77 |
Data as of 07/12/2013, Common starting date is 10/17/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLBX (Invesco High-Yield Secs B) |
-22.37%
Feb 2000 – Feb 2003 |
-14.35%
Dec 1997 – Dec 2002 |
-8.58%
Nov 1998 – Nov 2008 |
14.72%
Jun 1998 – Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLBX (Invesco High-Yield Secs B) |
156.44%
Nov 2008 – Nov 2011 |
72.10%
Apr 2008 – Apr 2013 |
33.17%
Dec 2002 – Dec 2012 |
15.07%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison Chart