Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBRIX (Invesco Core Bond Instl ) | NA | 4.45% | 2.72% | 3.51% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 06/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBRIX (Invesco Core Bond Instl ) | 06/17/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.45 | 2.72 | 3.51 | NA | NA | NA | … | … | 2.46 | 7.27 | 6.83 | -7.85 | 4.69 | 3.68 | -0.86 | 1.35 |
| Sharpe Ratio | NA | 1.18 | 0.40 | 0.42 | NA | NA | NA | … | … | 1.73 | 1.77 | 1.16 | -0.97 | 0.48 | 0.12 | -1.17 | 0.40 |
| Standard Deviation(%) | NA | 3.71 | 6.40 | 5.61 | NA | NA | NA | … | … | 2.86 | 4.06 | 5.80 | 9.03 | 3.53 | 3.09 | 2.58 | 3.28 |
| Draw Down(%) | NA | 3.37 | 13.73 | 13.85 | NA | NA | NA | … | … | 1.11 | 3.37 | 6.92 | 12.73 | 2.24 | 2.41 | 2.93 | 2.06 |
| Yield(%) | 0.00 | 3.16 | 4.76 | 5.12 | 2.66 | 1.77 | 1.33 | … | … | 1.00 | 4.30 | 5.27 | 7.80 | 5.61 | 4.32 | 0.00 | 0.00 |
Data as of 07/01/2011, Common starting date is 06/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBRIX (Invesco Core Bond Instl ) |
-1.18%
Feb 2006 – Feb 2009 |
0.39%
Jul 2004 – Jul 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBRIX (Invesco Core Bond Instl ) |
2.75%
Mar 2005 – Mar 2008 |
3.53%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart