Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LVLYX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS Y) | NA | -37.93% | -19.23% | -8.78% | 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 |
|---|---|---|
| LVLYX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS Y) | 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 (%) | -37.93 | -37.93 | -19.23 | -8.78 | NA | NA | NA | … | … | -10.34 | 3.04 | -2.25 | 31.59 | 12.70 | -19.98 | -3.93 | 1.50 |
| Sharpe Ratio | NA | -0.04 | -0.35 | -0.03 | NA | NA | NA | … | … | -0.53 | 0.05 | -0.09 | 3.10 | 0.72 | -1.16 | -0.35 | 10.83 |
| Standard Deviation(%) | NA | 25.57 | 17.98 | 17.41 | NA | NA | NA | … | … | 32.11 | 33.37 | 41.47 | 10.02 | 17.35 | 17.27 | 11.40 | 6.55 |
| Draw Down(%) | NA | 35.03 | 45.80 | 45.80 | NA | NA | NA | … | … | 35.03 | 24.01 | 26.03 | 4.41 | 11.32 | 28.85 | 17.58 | 0.70 |
| Yield(%) | 0.63 | 3.59 | 9.56 | 7.63 | 3.77 | 2.51 | 1.88 | … | … | 0.56 | 2.92 | 12.64 | 18.13 | 6.02 | 0.75 | 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 |
|---|---|---|---|---|
| LVLYX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS Y) |
-8.79%
Mar 2017 – Mar 2020 |
-5.03%
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 |
|---|---|---|---|---|
| LVLYX (INVESCO LOW VOLATILITY EMERGING MARKETS FUND CLASS Y) |
9.68%
Jan 2016 – Jan 2019 |
1.00%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart