Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMC (Invesco Value Municipal Bond Trust) | NA | 14.07% | 12.86% | 9.79% | 7.04% | 6.36% | 6.36% | … | … |
Data as of 10/12/2012, Common starting date is 02/25/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMC (Invesco Value Municipal Bond Trust) | 02/25/1991 | 10/12/2012 |
| 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 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 14.07 | 12.86 | 9.79 | 7.04 | 6.36 | 6.36 | … | … | -4.07 | 40.12 | 4.23 | 41.90 | -19.04 | -4.32 | 10.80 | 10.59 | -2.03 | 5.13 | 17.02 | 9.00 | 21.16 | -21.12 | 4.64 | 22.17 | 11.73 | 4.27 | -15.16 | 13.04 | 13.29 | 9.98 |
| Sharpe Ratio | NA | 0.81 | 0.84 | 0.43 | 0.34 | NA | NA | … | … | -0.42 | 2.10 | 0.33 | 1.73 | -0.62 | -0.74 | 0.79 | 0.79 | -0.28 | 0.56 | 1.54 | 1.10 | 1.76 | -2.15 | 0.23 | -2.98 | 0.58 | 0.03 | -0.94 | 0.68 | 0.61 | 0.60 |
| Standard Deviation(%) | NA | 17.38 | 15.22 | 21.96 | 17.22 | NA | NA | … | … | 12.36 | 19.08 | 12.54 | 24.22 | 32.15 | 9.96 | 9.50 | 10.61 | 10.66 | 7.91 | 10.36 | 6.18 | 9.75 | 11.33 | 5.80 | 11.05 | 14.03 | 12.58 | 19.31 | 16.14 | 17.66 | 13.55 |
| Draw Down(%) | NA | 13.97 | 18.79 | 45.70 | 45.70 | NA | NA | … | … | 13.97 | 11.57 | 15.68 | 13.81 | 45.70 | 11.11 | 4.18 | 7.73 | 14.83 | 8.19 | 9.01 | 5.07 | 9.75 | 21.61 | 3.60 | 7.62 | 8.90 | 8.21 | 30.44 | 6.35 | 10.39 | 4.08 |
| Yield(%) | 1.97 | 8.12 | 7.28 | 6.39 | 6.10 | 5.66 | 5.67 | … | … | 5.59 | 6.53 | 6.23 | 7.83 | 4.84 | 5.23 | 6.14 | 11.80 | 5.73 | 5.92 | 7.20 | 6.78 | 7.14 | 5.71 | 5.96 | 6.72 | 6.62 | 7.20 | 6.22 | 6.64 | 6.55 | 4.75 |
Data as of 10/12/2012, Common starting date is 02/25/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMC (Invesco Value Municipal Bond Trust) |
-6.08%
Nov 2005 – Nov 2008 |
-2.85%
Nov 2003 – Nov 2008 |
1.09%
Nov 1998 – Nov 2008 |
2.58%
Nov 1993 – Nov 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMC (Invesco Value Municipal Bond Trust) |
27.50%
Dec 2008 – Dec 2011 |
9.93%
Dec 2006 – Dec 2011 |
9.02%
Dec 2001 – Dec 2011 |
7.97%
Dec 1996 – Dec 2011 |
Annualized Rolling Returns Comparison Chart