Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLAX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS A) | NA | -0.30% | -5.54% | 0.20% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 12/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LVLAX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS A) | 12/19/2013 | 08/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.30 | -5.54 | 0.20 | NA | NA | NA | … | … | -10.31 | 3.69 | -3.49 | 31.43 | 12.48 | -19.88 | -4.17 | 1.50 |
| Sharpe Ratio | NA | -0.16 | -0.08 | 0.07 | NA | NA | NA | … | … | -0.54 | 0.07 | -0.12 | 3.09 | 0.71 | -1.16 | -0.37 | 10.83 |
| Standard Deviation(%) | NA | 39.22 | 32.89 | 27.53 | NA | NA | NA | … | … | 32.25 | 31.68 | 39.98 | 10.02 | 17.32 | 17.20 | 11.35 | 6.55 |
| Draw Down(%) | NA | 35.12 | 42.09 | 42.09 | NA | NA | NA | … | … | 35.12 | 23.14 | 26.05 | 4.43 | 11.34 | 28.52 | 17.64 | 0.70 |
| Yield(%) | 0.31 | 2.92 | 9.21 | 7.39 | 3.64 | 2.43 | 1.82 | … | … | 0.28 | 2.56 | 12.15 | 17.84 | 5.77 | 0.96 | 4.69 | 0.00 |
Data as of 08/06/2020, Common starting date is 12/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLAX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS A) |
-9.01%
Mar 2017 – Mar 2020 |
-5.16%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LVLAX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS A) |
9.44%
Jan 2016 – Jan 2019 |
0.88%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart