Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VADBX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS B) | NA | 21.54% | 11.05% | 14.23% | 10.03% | 11.05% | 8.61% | … | … |
Data as of 01/26/2018, Common starting date is 07/20/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VADBX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS B) | 07/20/1995 | 01/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.91 | 21.54 | 11.05 | 14.23 | 10.03 | 11.05 | 8.61 | … | … | 6.37 | 17.36 | 13.26 | -3.45 | 12.90 | 34.32 | 16.09 | -1.36 | 20.30 | 43.35 | -40.75 | 0.38 | 14.30 | 6.64 | 15.28 | 35.41 | -16.20 | -2.97 | 9.73 | 10.92 | 11.22 | 26.71 | 17.07 | 8.06 |
| Sharpe Ratio | NA | 2.88 | 0.84 | 1.12 | 0.44 | NA | NA | … | … | 18.43 | 2.33 | 0.88 | -0.23 | 1.11 | 2.85 | 1.15 | -0.05 | 1.00 | 1.26 | -0.95 | -0.16 | 1.01 | 0.40 | 1.18 | 2.04 | -0.73 | -0.30 | 0.31 | 0.53 | 0.43 | 1.54 | 1.30 | 2.15 |
| Standard Deviation(%) | NA | 7.25 | 12.82 | 12.51 | 22.64 | NA | NA | … | … | 7.40 | 7.20 | 14.78 | 15.36 | 11.61 | 12.04 | 14.13 | 26.03 | 20.23 | 34.21 | 43.77 | 16.41 | 10.91 | 11.25 | 12.17 | 17.02 | 23.57 | 18.12 | 18.45 | 14.62 | 18.39 | 15.00 | 10.36 | 7.06 |
| Draw Down(%) | NA | 3.24 | 17.51 | 17.51 | 56.06 | NA | NA | … | … | 0.68 | 3.24 | 11.34 | 12.93 | 8.19 | 6.28 | 11.34 | 22.97 | 16.69 | 30.82 | 52.76 | 12.96 | 8.86 | 7.62 | 8.86 | 13.95 | 31.32 | 22.52 | 12.21 | 13.55 | 21.17 | 9.82 | 9.89 | 4.36 |
| Yield(%) | 0.00 | 2.35 | 1.78 | 2.70 | 2.96 | 5.63 | 5.07 | … | … | 0.00 | 2.39 | 0.76 | 2.06 | 2.13 | 3.88 | 3.54 | 0.49 | 0.41 | 0.87 | 10.66 | 10.32 | 5.89 | 3.70 | 2.00 | 8.01 | 0.06 | 0.20 | 18.59 | 11.48 | 7.81 | 5.07 | 2.84 | 1.61 |
Data as of 01/26/2018, Common starting date is 07/20/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VADBX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS B) |
-18.97%
Feb 2006 – Feb 2009 |
-8.15%
Feb 2004 – Feb 2009 |
-0.80%
Feb 1999 – Feb 2009 |
5.78%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VADBX (INVESCO EQUALLY-WEIGHTED S&P 500 FUND CLASS B) |
31.88%
Feb 2009 – Feb 2012 |
27.15%
Feb 2009 – Feb 2014 |
10.84%
Aug 1995 – Aug 2005 |
10.34%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart