Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MDFDX (Invesco Mid Cap Value Y ) | NA | 32.24% | 5.43% | 6.49% | NA | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 12/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MDFDX (Invesco Mid Cap Value Y ) | 12/26/2001 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 32.24 | 5.43 | 6.49 | NA | NA | NA | … | … | 8.92 | 23.58 | 39.57 | -41.73 | 8.26 | 20.87 | 12.21 | 14.59 | 40.50 | -27.46 | 1.67 |
| Sharpe Ratio | NA | 2.09 | 0.16 | 0.20 | NA | NA | NA | … | … | 1.86 | 1.22 | 1.28 | -1.00 | 0.35 | 1.81 | 0.97 | 1.20 | 2.24 | -1.09 | 26.46 |
| Standard Deviation(%) | NA | 15.39 | 31.79 | 26.46 | NA | NA | NA | … | … | 11.80 | 19.32 | 30.89 | 42.42 | 15.20 | 9.75 | 10.33 | 11.42 | 17.75 | 26.27 | 11.37 |
| Draw Down(%) | NA | 9.08 | 54.27 | 59.68 | NA | NA | NA | … | … | 5.17 | 14.74 | 29.49 | 54.81 | 9.99 | 9.69 | 6.96 | 9.41 | 16.47 | 39.66 | 0.27 |
| Yield(%) | 0.00 | 0.59 | 0.68 | 7.98 | 7.23 | 4.82 | 3.62 | … | … | 0.00 | 0.59 | 0.79 | 0.98 | 25.11 | 12.83 | 17.93 | 10.08 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2011, Common starting date is 12/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFDX (Invesco Mid Cap Value Y ) |
-15.70%
Feb 2006 – Feb 2009 |
-5.03%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MDFDX (Invesco Mid Cap Value Y ) |
26.64%
Mar 2003 – Mar 2006 |
21.10%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart