Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IMT (Invesco Value Municipal Trust) | NA | 14.34% | 11.78% | 9.58% | 6.87% | 7.63% | 10.41% | … | … |
Data as of 10/12/2012, Common starting date is 02/21/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMT (Invesco Value Municipal Trust) | 02/21/1992 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.74 | 14.34 | 11.78 | 9.58 | 6.87 | 7.63 | 10.41 | … | … | 4.40 | 27.48 | 1.44 | 40.53 | -16.30 | -3.93 | 10.49 | 6.55 | -0.20 | 7.45 | 9.46 | 1.81 | 31.70 | -10.37 | 16.75 | 23.57 | 14.55 | 36.54 | -6.87 | 27.86 | 17.49 |
| Sharpe Ratio | NA | 1.38 | 0.97 | 0.51 | 0.39 | NA | NA | … | … | 0.57 | 2.11 | 0.11 | 2.38 | -0.56 | -0.73 | 0.95 | 0.61 | -0.11 | 0.71 | 0.79 | -0.05 | 2.45 | -1.21 | 1.44 | -3.08 | 0.99 | 2.51 | -0.45 | 1.89 | 1.34 |
| Standard Deviation(%) | NA | 10.37 | 12.14 | 18.18 | 14.41 | NA | NA | … | … | 9.73 | 13.02 | 12.90 | 17.01 | 30.71 | 9.54 | 7.64 | 7.20 | 10.45 | 9.46 | 10.63 | 10.43 | 11.28 | 11.20 | 9.30 | 10.24 | 11.06 | 13.04 | 21.86 | 13.56 | 13.56 |
| Draw Down(%) | NA | 10.36 | 21.50 | 40.49 | 42.70 | NA | NA | … | … | 10.36 | 8.18 | 17.08 | 12.55 | 40.49 | 13.64 | 4.72 | 6.17 | 14.27 | 10.20 | 8.92 | 8.60 | 3.42 | 12.27 | 5.51 | 6.11 | 3.73 | 3.84 | 21.45 | 4.73 | 7.97 |
| Yield(%) | 0.79 | 7.14 | 7.05 | 6.48 | 5.90 | 6.79 | 10.37 | … | … | 5.17 | 6.86 | 6.56 | 7.63 | 5.99 | 5.10 | 6.25 | 5.94 | 5.93 | 6.21 | 7.17 | 8.78 | 8.56 | 6.14 | 7.15 | 8.14 | 8.96 | 11.06 | 9.31 | 10.83 | 9.32 |
Data as of 10/12/2012, Common starting date is 02/21/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMT (Invesco Value Municipal Trust) |
-3.87%
Dec 2005 – Dec 2008 |
-1.17%
Nov 2003 – Nov 2008 |
2.93%
Dec 1998 – Dec 2008 |
7.09%
Oct 1993 – Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMT (Invesco Value Municipal Trust) |
25.29%
Nov 1994 – Nov 1997 |
19.52%
Sep 1992 – Sep 1997 |
14.36%
Apr 1992 – Apr 2002 |
12.01%
Apr 1992 – Apr 2007 |
Annualized Rolling Returns Comparison Chart