Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USEQ (Invesco Russell 1000 Enhanced Equal Weight ETF) | NA | -9.54% | 18.00% | 6.69% | NA | NA | NA | … | … |
Data as of 04/06/2023, Common starting date is 07/06/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USEQ (Invesco Russell 1000 Enhanced Equal Weight ETF) | 07/06/2017 | 04/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -9.54 | 18.00 | 6.69 | NA | NA | NA | … | … | -2.86 | -11.61 | 28.43 | 6.11 | 28.21 | -10.90 | 11.97 |
| Sharpe Ratio | NA | -0.57 | 0.85 | 0.26 | NA | NA | NA | … | … | -1.06 | -0.59 | 2.09 | 0.16 | 2.19 | -0.85 | 3.42 |
| Standard Deviation(%) | NA | 21.48 | 19.96 | 21.73 | NA | NA | NA | … | … | 15.18 | 22.25 | 13.62 | 36.53 | 12.26 | 14.37 | 7.39 |
| Draw Down(%) | NA | 19.09 | 21.78 | 41.33 | NA | NA | NA | … | … | 11.24 | 21.78 | 6.12 | 41.33 | 6.88 | 20.05 | 3.31 |
| Yield(%) | 0.00 | 1.74 | 3.14 | 2.42 | 1.40 | 0.93 | 0.70 | … | … | 0.48 | 1.62 | 1.71 | 2.88 | 1.96 | 2.33 | 0.71 |
Data as of 04/06/2023, Common starting date is 07/06/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USEQ (Invesco Russell 1000 Enhanced Equal Weight ETF) |
2.61%
Oct 2017 – Oct 2020 |
5.63%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USEQ (Invesco Russell 1000 Enhanced Equal Weight ETF) |
20.44%
Dec 2018 – Dec 2021 |
8.25%
Aug 2017 – Aug 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart