Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TAXDX (Invesco Tax-Exempt Sec Y ) | NA | 1.46% | 4.03% | 3.52% | 4.23% | 4.87% | NA | … | … |
Data as of 07/01/2011, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TAXDX (Invesco Tax-Exempt Sec Y ) | 06/21/1996 | 07/01/2011 |
| 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 | 1.46 | 4.03 | 3.52 | 4.23 | 4.87 | NA | … | … | 3.18 | 1.87 | 19.01 | -10.67 | 1.73 | 5.47 | 3.53 | 3.69 | 5.56 | 9.23 | 4.33 | 11.47 | -2.68 | 6.15 | 8.78 | 6.65 |
| Sharpe Ratio | NA | 0.34 | 0.72 | 0.50 | 0.73 | NA | NA | … | … | 2.07 | 0.48 | 4.37 | -1.51 | -0.47 | 1.00 | 0.52 | 0.79 | 1.31 | 2.35 | 0.71 | 3.03 | -2.21 | 0.98 | -14.30 | 2.21 |
| Standard Deviation(%) | NA | 4.01 | 5.39 | 4.66 | 4.01 | NA | NA | … | … | 3.09 | 3.69 | 4.33 | 7.67 | 2.76 | 2.18 | 2.62 | 3.46 | 3.71 | 3.46 | 2.85 | 2.45 | 2.67 | 2.90 | 3.23 | 4.30 |
| Draw Down(%) | NA | 8.93 | 15.83 | 17.55 | 17.55 | NA | NA | … | … | 3.27 | 7.15 | 3.36 | 17.55 | 3.02 | 1.30 | 2.58 | 5.78 | 5.39 | 3.89 | 3.61 | 2.88 | 5.05 | 1.86 | 2.13 | 2.11 |
| Yield(%) | 0.00 | 3.55 | 4.51 | 4.61 | 4.93 | 5.26 | 4.01 | … | … | 1.21 | 4.66 | 5.37 | 5.37 | 4.78 | 5.23 | 5.80 | 4.75 | 4.75 | 5.68 | 5.93 | 5.42 | 5.22 | 6.52 | 5.87 | 3.99 |
Data as of 07/01/2011, 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 |
|---|---|---|---|---|
| TAXDX (Invesco Tax-Exempt Sec Y ) |
-1.40%
Dec 2005 – Dec 2008 |
0.57%
Dec 2003 – Dec 2008 |
2.99%
Dec 1998 – Dec 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TAXDX (Invesco Tax-Exempt Sec Y ) |
9.22%
May 2000 – May 2003 |
7.10%
Jan 2000 – Jan 2005 |
5.71%
Aug 1996 – Aug 2006 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart