Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HYLDX (Invesco High-Yield Secs Y) | NA | 8.25% | 9.04% | 73.57% | 44.65% | 23.03% | NA | … | … |
Data as of 07/12/2013, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HYLDX (Invesco High-Yield Secs Y) | 06/20/1996 | 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 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 8.25 | 9.04 | 73.57 | 44.65 | 23.03 | NA | … | … | 0.53 | 19.03 | 0.97 | 10.82 | 1,384.95 | -15.97 | 27.78 | 12.43 | 7.88 | 34.26 | 40.58 | -8.46 | -26.32 | -30.09 | 3.55 | -3.44 | 14.58 | 7.47 |
| Sharpe Ratio | NA | 2.47 | 2.33 | 0.71 | 0.60 | NA | NA | … | … | 0.24 | 7.47 | 0.19 | 2.89 | 6.03 | -1.35 | 2.17 | 2.70 | 0.72 | 3.15 | 4.94 | -1.43 | -3.05 | -5.09 | 0.10 | -1.89 | 4.29 | 3.87 |
| Standard Deviation(%) | NA | 3.32 | 3.85 | 103.27 | 73.21 | NA | NA | … | … | 4.07 | 2.56 | 5.07 | 3.71 | 229.85 | 12.45 | 11.47 | 3.41 | 7.89 | 10.58 | 8.08 | 6.68 | 9.52 | 6.71 | 3.18 | 3.59 | 2.57 | 2.85 |
| Draw Down(%) | NA | 6.20 | 11.04 | 30.49 | 31.32 | NA | NA | … | … | 6.20 | 2.57 | 11.04 | 4.48 | 8.28 | 31.32 | 3.84 | 1.16 | 6.32 | 3.76 | 3.21 | 17.43 | 32.14 | 31.99 | 5.84 | 10.93 | 1.79 | 0.70 |
| Yield(%) | 0.00 | 5.85 | 6.50 | 71.35 | 71.32 | 37.83 | 39.76 | … | … | 2.52 | 6.61 | 6.72 | 7.00 | 106.83 | 77.91 | 66.85 | 69.94 | 73.37 | 75.00 | 87.50 | 130.93 | 136.08 | 128.46 | 125.21 | 110.77 | 104.80 | 81.86 |
Data as of 07/12/2013, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLDX (Invesco High-Yield Secs Y) |
-23.01%
Jul 1999 – Jul 2002 |
-14.83%
Oct 1997 – Oct 2002 |
0.86%
Nov 1998 – Nov 2008 |
22.77%
Nov 1996 – Nov 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HYLDX (Invesco High-Yield Secs Y) |
161.03%
Nov 2008 – Nov 2011 |
82.21%
Jan 2006 – Jan 2011 |
48.04%
Oct 2002 – Oct 2012 |
23.68%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart