Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MSIVX (Invesco Large Cap Rel Val Y ) | NA | 26.74% | 2.68% | 3.29% | 3.43% | NA | NA | … | … |
Data as of 06/07/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MSIVX (Invesco Large Cap Rel Val Y ) | 06/21/1996 | 06/07/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 26.74 | 2.68 | 3.29 | 3.43 | NA | NA | … | … | 5.53 | 12.21 | 24.27 | -32.03 | 2.91 | 16.72 | 10.06 | 14.33 | 31.08 | -24.24 | -1.53 | 18.34 | 11.38 | 9.42 | 29.00 | 10.12 |
| Sharpe Ratio | NA | 1.76 | 0.08 | 0.09 | 0.10 | NA | NA | … | … | 1.12 | 0.66 | 0.87 | -0.86 | -0.01 | 1.42 | 0.84 | 1.29 | 1.73 | -0.98 | -0.22 | 0.72 | 0.51 | 0.33 | 1.74 | 1.10 |
| Standard Deviation(%) | NA | 15.14 | 28.64 | 24.09 | 20.68 | NA | NA | … | … | 11.93 | 18.42 | 27.71 | 38.12 | 14.81 | 9.55 | 9.34 | 10.36 | 17.56 | 25.78 | 17.67 | 19.86 | 16.01 | 18.73 | 14.55 | 15.00 |
| Draw Down(%) | NA | 8.82 | 45.66 | 53.06 | 53.06 | NA | NA | … | … | 6.85 | 18.04 | 27.43 | 43.87 | 9.56 | 7.84 | 5.00 | 7.43 | 16.05 | 36.91 | 21.27 | 11.59 | 15.17 | 26.17 | 8.56 | 12.41 |
| Yield(%) | 0.00 | 1.10 | 1.33 | 3.31 | 2.94 | 7.70 | 5.77 | … | … | 0.00 | 1.01 | 1.62 | 2.18 | 5.77 | 6.37 | 4.58 | 1.14 | 1.74 | 1.39 | 4.70 | 10.73 | 22.14 | 29.48 | 29.89 | 17.48 |
Data as of 06/07/2011, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIVX (Invesco Large Cap Rel Val Y ) |
-13.71%
Feb 2006 – Feb 2009 |
-4.54%
Feb 2004 – Feb 2009 |
0.74%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MSIVX (Invesco Large Cap Rel Val Y ) |
24.09%
Jul 1996 – Jul 1999 |
17.55%
Jul 1996 – Jul 2001 |
10.83%
Jul 1996 – Jul 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart