Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USMVX (Invesco U.S. Managed Volatility Fund Class R6) | NA | -248,497.61% | nan% | nan% | NA | NA | NA | … | … |
Data as of 01/30/2023, Common starting date is 12/21/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USMVX (Invesco U.S. Managed Volatility Fund Class R6) | 12/21/2017 | 01/30/2023 |
| 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 | -248,497.61 | nan | nan | NA | NA | NA | … | … | -2.32 | -10.43 | 22.61 | 20.90 | 20.29 | 1.07 | -0.40 |
| Sharpe Ratio | NA | -0.39 | 0.48 | 0.48 | NA | NA | NA | … | … | -3.31 | -0.59 | 1.76 | 1.17 | 1.61 | -0.01 | NA |
| Standard Deviation(%) | NA | 19.65 | 17.05 | 15.71 | NA | NA | NA | … | … | 9.03 | 20.08 | 12.87 | 17.57 | 11.73 | 17.57 | NA |
| Draw Down(%) | NA | 16.95 | 20.67 | 20.67 | NA | NA | NA | … | … | 2.44 | 20.67 | 5.34 | 13.50 | 6.77 | 10.83 | NA |
| Yield(%) | 100.00 | 84.12 | 39.29 | 26.98 | 14.21 | 9.47 | 7.10 | … | … | 97.68 | 7.25 | 1.67 | 13.35 | 3.45 | 2.35 | 0.00 |
Data as of 01/30/2023, Common starting date is 12/21/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMVX (Invesco U.S. Managed Volatility Fund Class R6) |
9.31%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMVX (Invesco U.S. Managed Volatility Fund Class R6) |
24.12%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart