Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICS (Invesco California Municipal Securities) | NA | 14.00% | -83.58% | -64.96% | -39.60% | -26.68% | NA | … | … |
Data as of 03/24/2015, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICS (Invesco California Municipal Securities) | 08/18/1995 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.26 | 14.00 | -83.58 | -64.96 | -39.60 | -26.68 | NA | … | … | 17.13 | 18.31 | 0.09 | 24.66 | -14.12 | 3.44 | 9.19 | 4.20 | 3.75 | 4.23 | 2.27 | 10.91 | 20.00 | -12.69 | 11.02 | 19.70 | 27.99 | 9.35 |
| Sharpe Ratio | NA | 3.51 | 1.53 | 0.61 | 0.44 | NA | NA | … | … | 3.28 | 2.00 | 0.00 | 1.90 | -0.61 | 0.04 | 0.73 | 0.22 | 0.30 | 0.49 | 0.13 | 0.96 | 1.80 | -1.71 | 0.78 | -3.45 | 1.82 | 1.75 |
| Standard Deviation(%) | NA | 8.76 | 9.15 | 14.56 | 12.06 | NA | NA | … | … | 8.36 | 9.12 | 9.80 | 12.92 | 24.41 | 11.17 | 8.17 | 9.17 | 9.23 | 7.18 | 9.07 | 9.12 | 8.88 | 9.31 | 9.89 | 10.27 | 13.34 | 13.72 |
| Draw Down(%) | NA | 6.66 | 12.78 | 25.77 | 25.77 | NA | NA | … | … | 6.66 | 4.80 | 12.78 | 6.48 | 25.77 | 8.81 | 2.73 | 5.80 | 7.61 | 3.69 | 5.98 | 6.58 | 5.39 | 14.25 | 5.14 | 4.81 | 5.08 | 5.65 |
| Yield(%) | 0.00 | 37.50 | 0.98 | 2.58 | 3.93 | 5.05 | 6.64 | … | … | 3.97 | 4.98 | 4.45 | 8.77 | 4.66 | 6.58 | 4.33 | 4.62 | 5.15 | 6.28 | 4.88 | 8.14 | 6.02 | 6.66 | 7.50 | 12.04 | 14.82 | 4.06 |
Data as of 03/24/2015, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICS (Invesco California Municipal Securities) |
-89.38%
Aug 2009 – Aug 2012 |
-73.66%
Aug 2007 – Aug 2012 |
-47.67%
Aug 2002 – Aug 2012 |
-33.60%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICS (Invesco California Municipal Securities) |
21.69%
Sep 1995 – Sep 1998 |
12.89%
Sep 1995 – Sep 2000 |
9.57%
Sep 1995 – Sep 2005 |
7.96%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart