Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNAX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS A) | NA | -11.07% | -10.16% | -6.38% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 12/31/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKNAX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS A) | 12/31/2013 | 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 (%) | 0.19 | -11.07 | -10.16 | -6.38 | NA | NA | NA | … | … | -8.46 | -13.32 | -27.47 | -7.72 | -2.54 | 0.39 | 2.41 | 0.00 |
| Sharpe Ratio | NA | -4.34 | -2.19 | -2.37 | NA | NA | NA | … | … | -3.65 | -6.67 | -1.64 | -3.13 | -5.20 | -2.61 | -1.82 | NA |
| Standard Deviation(%) | NA | 7.69 | 18.53 | 14.98 | NA | NA | NA | … | … | 8.71 | 5.48 | 29.98 | 8.64 | 7.02 | 6.94 | 8.83 | 0.00 |
| Draw Down(%) | NA | 11.24 | 47.88 | 49.71 | NA | NA | NA | … | … | 11.09 | 14.22 | 29.57 | 9.26 | 9.41 | 5.77 | 10.00 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 9.99 | 5.98 | 3.21 | 2.14 | 1.60 | … | … | 0.00 | 1.12 | 23.94 | 6.86 | 0.00 | 0.25 | 1.95 | 0.00 |
Data as of 08/06/2020, Common starting date is 12/31/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKNAX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS A) |
-10.15%
Jul 2017 – Jul 2020 |
-6.12%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKNAX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS A) |
0.65%
Oct 2014 – Oct 2017 |
-2.09%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart