Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDYBX (Invesco Dynamics B) | NA | 29.78% | 17.03% | 6.91% | 7.53% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 04/29/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDYBX (Invesco Dynamics B) | 04/29/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.57 | 29.78 | 17.03 | 6.91 | 7.53 | NA | NA | … | … | 20.12 | 12.07 | -5.11 | 22.52 | 41.87 | -47.48 | 11.47 | 15.71 | 9.53 | 11.33 | 37.26 | -23.96 |
| Sharpe Ratio | NA | 2.07 | 0.77 | 0.23 | 0.28 | NA | NA | … | … | 2.82 | 0.73 | -0.17 | 1.00 | 1.40 | -1.16 | 0.48 | 0.83 | 0.59 | 0.69 | 1.85 | -0.98 |
| Standard Deviation(%) | NA | 14.38 | 22.02 | 29.07 | 23.82 | NA | NA | … | … | 14.71 | 16.57 | 29.80 | 22.44 | 29.84 | 41.66 | 17.66 | 14.97 | 12.42 | 14.99 | 19.77 | 34.83 |
| Draw Down(%) | NA | 7.90 | 27.91 | 50.86 | 59.98 | NA | NA | … | … | 7.01 | 13.35 | 27.91 | 19.06 | 22.39 | 57.25 | 14.17 | 14.58 | 9.22 | 15.12 | 12.60 | 37.25 |
| Yield(%) | 0.00 | 0.95 | 1.29 | 0.68 | 0.52 | 0.32 | 0.24 | … | … | 0.00 | 0.98 | 2.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.23 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 04/29/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYBX (Invesco Dynamics B) |
-17.76%
Feb 2006 – Feb 2009 |
-6.83%
Feb 2004 – Feb 2009 |
4.28%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYBX (Invesco Dynamics B) |
27.89%
Feb 2009 – Feb 2012 |
19.45%
Sep 2002 – Sep 2007 |
8.74%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart