Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNYX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS Y) | NA | -10.95% | -10.29% | -6.37% | 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 |
|---|---|---|
| MKNYX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS Y) | 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 | -10.95 | -10.29 | -6.37 | NA | NA | NA | … | … | -8.21 | -13.33 | -27.34 | -7.38 | -2.34 | 0.59 | 2.51 | 0.00 |
| Sharpe Ratio | NA | -4.34 | -2.17 | -2.35 | NA | NA | NA | … | … | -3.59 | -6.76 | -1.62 | -3.10 | -5.13 | -2.56 | -1.79 | NA |
| Standard Deviation(%) | NA | 7.65 | 18.63 | 15.06 | NA | NA | NA | … | … | 8.75 | 5.41 | 30.18 | 8.61 | 7.08 | 7.01 | 8.92 | 0.00 |
| Draw Down(%) | NA | 11.11 | 47.61 | 49.19 | NA | NA | NA | … | … | 10.96 | 14.22 | 29.43 | 9.29 | 9.29 | 5.58 | 9.81 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 9.79 | 5.89 | 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 |
|---|---|---|---|---|
| MKNYX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS Y) |
-10.29%
Jul 2017 – Jul 2020 |
-6.11%
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 |
|---|---|---|---|---|
| MKNYX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS Y) |
0.92%
Oct 2014 – Oct 2017 |
-1.93%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart