Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLFX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R5) | NA | -38.31% | -19.40% | -8.84% | 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 |
|---|---|---|
| LVLFX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R5) | 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 (%) | -38.31 | -38.31 | -19.40 | -8.84 | NA | NA | NA | … | … | -10.09 | 3.04 | -2.25 | 31.59 | 12.70 | -19.77 | -3.93 | 1.50 |
| Sharpe Ratio | NA | -0.17 | -0.07 | 0.07 | NA | NA | NA | … | … | -0.54 | 0.05 | -0.09 | 3.11 | 0.72 | -1.14 | -0.35 | 10.83 |
| Standard Deviation(%) | NA | 40.48 | 34.01 | 28.34 | NA | NA | NA | … | … | 32.12 | 33.35 | 41.48 | 10.01 | 17.33 | 17.29 | 11.34 | 6.55 |
| Draw Down(%) | NA | 35.13 | 42.66 | 42.66 | NA | NA | NA | … | … | 35.03 | 23.90 | 26.03 | 4.51 | 11.32 | 28.66 | 17.65 | 0.70 |
| Yield(%) | 0.63 | 3.59 | 9.56 | 7.67 | 3.79 | 2.53 | 1.89 | … | … | 0.56 | 2.92 | 12.64 | 18.13 | 6.02 | 0.96 | 4.93 | 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 |
|---|---|---|---|---|
| LVLFX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R5) |
-8.79%
Mar 2017 – Mar 2020 |
-4.98%
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 |
|---|---|---|---|---|
| LVLFX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS R5) |
9.68%
Jan 2016 – Jan 2019 |
1.06%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart