Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNFX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R5) | NA | -10.95% | -10.32% | -6.39% | 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 |
|---|---|---|
| MKNFX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R5) | 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 (%) | 0.00 | -10.95 | -10.32 | -6.39 | NA | NA | NA | … | … | -8.36 | -13.19 | -27.42 | -7.37 | -2.24 | 0.59 | 2.51 | 0.00 |
| Sharpe Ratio | NA | -4.32 | -2.17 | -2.34 | NA | NA | NA | … | … | -3.62 | -6.78 | -1.62 | -3.07 | -5.05 | -2.57 | -1.79 | NA |
| Standard Deviation(%) | NA | 7.69 | 18.64 | 15.08 | NA | NA | NA | … | … | 8.75 | 5.37 | 30.18 | 8.70 | 7.18 | 6.98 | 8.94 | 0.00 |
| Draw Down(%) | NA | 10.95 | 47.51 | 49.10 | NA | NA | NA | … | … | 10.80 | 14.08 | 29.50 | 9.09 | 9.19 | 5.67 | 9.81 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 9.78 | 5.88 | 3.19 | 2.13 | 1.59 | … | … | 0.00 | 0.00 | 24.05 | 6.82 | 0.00 | 0.25 | 2.17 | 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 |
|---|---|---|---|---|
| MKNFX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R5) |
-10.26%
Jul 2017 – Jul 2020 |
-6.09%
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 |
|---|---|---|---|---|
| MKNFX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R5) |
0.92%
Oct 2014 – Oct 2017 |
-1.93%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart