Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDYRX (Invesco Dynamics R) | NA | 30.47% | 17.59% | 7.43% | NA | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 11/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDYRX (Invesco Dynamics R) | 11/11/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.59 | 30.47 | 17.59 | 7.43 | NA | NA | NA | … | … | 20.43 | 12.63 | -4.68 | 23.15 | 42.49 | -47.20 | 12.05 | 16.20 | 3.29 |
| Sharpe Ratio | NA | 2.11 | 0.80 | 0.25 | NA | NA | NA | … | … | 2.87 | 0.76 | -0.16 | 1.03 | 1.43 | -1.15 | 0.51 | 0.87 | 2.26 |
| Standard Deviation(%) | NA | 14.41 | 22.03 | 29.06 | NA | NA | NA | … | … | 14.71 | 16.59 | 29.84 | 22.42 | 29.73 | 41.67 | 17.69 | 14.94 | 11.25 |
| Draw Down(%) | NA | 7.80 | 27.81 | 50.70 | NA | NA | NA | … | … | 6.94 | 13.27 | 27.81 | 18.93 | 22.29 | 57.06 | 14.12 | 14.49 | 1.85 |
| Yield(%) | 0.00 | 1.01 | 1.46 | 0.77 | 0.43 | 0.29 | 0.22 | … | … | 0.00 | 1.04 | 2.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/12/2013, Common starting date is 11/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYRX (Invesco Dynamics R) |
-17.37%
Feb 2006 – Feb 2009 |
-2.23%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDYRX (Invesco Dynamics R) |
28.50%
Feb 2009 – Feb 2012 |
5.34%
Mar 2008 – Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart