Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNSX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R6) | NA | -35.11% | -19.30% | -12.13% | 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 |
|---|---|---|
| MKNSX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R6) | 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 (%) | -27.13 | -35.11 | -19.30 | -12.13 | NA | NA | NA | … | … | -8.35 | -13.04 | -27.34 | -7.47 | -2.24 | 0.59 | 2.51 | 0.00 |
| Sharpe Ratio | NA | -4.24 | -2.18 | -2.35 | NA | NA | NA | … | … | -3.58 | -6.65 | -1.63 | -3.11 | -5.04 | -2.55 | -1.78 | NA |
| Standard Deviation(%) | NA | 7.79 | 18.57 | 15.04 | NA | NA | NA | … | … | 8.84 | 5.45 | 30.04 | 8.63 | 7.19 | 7.03 | 8.99 | 0.00 |
| Draw Down(%) | NA | 10.95 | 47.56 | 49.10 | NA | NA | NA | … | … | 10.95 | 13.93 | 29.43 | 9.28 | 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 | 24.07 | 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 |
|---|---|---|---|---|
| MKNSX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R6) |
-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 |
|---|---|---|---|---|
| MKNSX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R6) |
0.92%
Oct 2014 – Oct 2017 |
-1.90%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart