Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IQC (Invesco California Quality Municipal Securities) | NA | 33.09% | 16.36% | 8.06% | 7.35% | 8.77% | NA | … | … |
Data as of 08/24/2012, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IQC (Invesco California Quality Municipal Securities) | 08/18/1995 | 08/24/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.34 | 33.09 | 16.36 | 8.06 | 7.35 | 8.77 | NA | … | … | 18.19 | 23.64 | 5.02 | 49.87 | -35.77 | -3.61 | 10.45 | 9.82 | 6.20 | 7.20 | 9.06 | 13.27 | 24.11 | -13.38 | 24.31 | 31.49 | 17.85 | 14.61 |
| Sharpe Ratio | NA | 3.80 | 1.53 | 0.38 | 0.39 | NA | NA | … | … | 3.35 | 2.61 | 0.42 | 2.43 | -1.07 | -0.68 | 0.78 | 1.15 | 0.64 | 0.72 | 0.77 | 1.02 | 1.48 | -1.31 | 1.56 | -1.86 | 0.85 | 2.40 |
| Standard Deviation(%) | NA | 8.70 | 10.62 | 20.35 | 16.01 | NA | NA | … | … | 8.73 | 9.04 | 11.62 | 20.52 | 34.35 | 9.84 | 9.27 | 6.68 | 8.20 | 9.04 | 10.36 | 10.93 | 13.60 | 12.70 | 13.42 | 12.69 | 16.81 | 17.35 |
| Draw Down(%) | NA | 6.68 | 18.12 | 47.35 | 49.55 | NA | NA | … | … | 6.68 | 7.21 | 16.09 | 10.22 | 47.35 | 9.47 | 3.59 | 2.83 | 7.97 | 9.25 | 9.15 | 9.75 | 12.47 | 16.45 | 7.27 | 5.33 | 9.69 | 4.46 |
| Yield(%) | 2.07 | 8.76 | 7.58 | 5.79 | 6.02 | 7.52 | 8.75 | … | … | 5.91 | 6.89 | 6.64 | 8.34 | 5.12 | 4.81 | 4.89 | 7.28 | 6.29 | 6.12 | 5.90 | 5.54 | 6.90 | 5.63 | 6.37 | 7.69 | 8.22 | 4.61 |
Data as of 08/24/2012, 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 |
|---|---|---|---|---|
| IQC (Invesco California Quality Municipal Securities) |
-11.90%
Dec 2005 – Dec 2008 |
-4.42%
Dec 2003 – Dec 2008 |
1.28%
Dec 1998 – Dec 2008 |
7.98%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IQC (Invesco California Quality Municipal Securities) |
24.85%
Dec 2008 – Dec 2011 |
17.04%
Sep 1995 – Sep 2000 |
12.73%
Sep 1995 – Sep 2005 |
9.84%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart