Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IIC (Invesco California Municipal Income Trust) | NA | 0.00% | -88.54% | -71.69% | -45.42% | -31.58% | NA | … | … |
Data as of 11/11/2014, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIC (Invesco California Municipal Income Trust) | 08/18/1995 | 11/11/2014 |
| 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 (%) | 0.00 | 0.00 | -88.54 | -71.69 | -45.42 | -31.58 | NA | … | … | 13.78 | 23.86 | 6.06 | 41.69 | -26.40 | -1.08 | 11.98 | 10.12 | 1.45 | 1.47 | 7.47 | 7.41 | 30.02 | -12.21 | 22.83 | 29.01 | 18.49 | 6.37 |
| Sharpe Ratio | NA | 3.60 | 1.42 | 0.46 | 0.42 | NA | NA | … | … | 2.46 | 2.43 | 0.48 | 2.43 | -0.92 | -0.36 | 0.89 | 0.85 | 0.05 | 0.08 | 0.61 | 0.46 | 1.84 | -1.20 | 1.24 | -1.86 | 0.96 | 0.87 |
| Standard Deviation(%) | NA | 8.43 | 10.94 | 17.95 | 14.70 | NA | NA | … | … | 8.89 | 9.83 | 12.50 | 17.12 | 29.77 | 11.35 | 9.78 | 9.36 | 10.63 | 9.56 | 10.48 | 11.15 | 14.13 | 12.81 | 15.72 | 14.02 | 15.51 | 16.94 |
| Draw Down(%) | NA | 8.07 | 18.62 | 39.37 | 39.51 | NA | NA | … | … | 8.07 | 6.94 | 17.00 | 10.26 | 39.37 | 13.83 | 5.00 | 6.23 | 14.62 | 10.83 | 6.46 | 9.82 | 8.05 | 16.67 | 9.85 | 5.94 | 6.86 | 3.27 |
| Yield(%) | 0.00 | 0.00 | 2.58 | 4.11 | 4.78 | 5.62 | 7.73 | … | … | 6.39 | 6.06 | 6.04 | 6.91 | 5.94 | 5.45 | 4.96 | 5.63 | 5.75 | 6.10 | 5.89 | 5.61 | 6.78 | 5.53 | 6.24 | 7.44 | 7.95 | 4.17 |
Data as of 11/11/2014, 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 |
|---|---|---|---|---|
| IIC (Invesco California Municipal Income Trust) |
-88.51%
Sep 2010 – Sep 2013 |
-71.87%
Sep 2009 – Sep 2014 |
-45.67%
Mar 2004 – Mar 2014 |
-31.99%
Apr 1999 – Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIC (Invesco California Municipal Income Trust) |
23.37%
Dec 1995 – Dec 1998 |
16.77%
Feb 1996 – Feb 2001 |
10.92%
Apr 1996 – Apr 2006 |
9.70%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart