Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNCX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS C) | NA | -11.67% | -11.11% | -7.27% | 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 |
|---|---|---|
| MKNCX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS C) | 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 (%) | 0.20 | -11.67 | -11.11 | -7.27 | NA | NA | NA | … | … | -8.81 | -13.93 | -27.82 | -8.58 | -3.26 | -0.30 | 1.91 | 0.00 |
| Sharpe Ratio | NA | -4.45 | -2.24 | -2.43 | NA | NA | NA | … | … | -3.74 | -6.69 | -1.67 | -3.16 | -5.27 | -2.68 | -1.89 | NA |
| Standard Deviation(%) | NA | 7.63 | 18.39 | 14.89 | NA | NA | NA | … | … | 8.66 | 5.55 | 29.66 | 8.84 | 7.08 | 7.02 | 8.79 | 0.00 |
| Draw Down(%) | NA | 11.85 | 48.89 | 51.30 | NA | NA | NA | … | … | 11.23 | 14.85 | 29.79 | 9.60 | 9.82 | 6.00 | 10.23 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 9.62 | 5.67 | 3.01 | 2.00 | 1.50 | … | … | 0.00 | 0.00 | 23.49 | 6.99 | 0.00 | 0.26 | 1.74 | 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 |
|---|---|---|---|---|
| MKNCX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS C) |
-11.14%
Jul 2017 – Jul 2020 |
-7.00%
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 |
|---|---|---|---|---|
| MKNCX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS C) |
-0.02%
Oct 2014 – Oct 2017 |
-2.83%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart