Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VLUDX (Invesco Value Y ) | NA | -10.51% | 21.39% | -1.85% | 3.40% | NA | NA | … | … |
Data as of 02/24/2012, Common starting date is 12/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VLUDX (Invesco Value Y ) | 12/06/2000 | 02/24/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.51 | 21.39 | -1.85 | 3.40 | NA | NA | … | … | 0.00 | -6.10 | 16.64 | 33.86 | -34.78 | -2.46 | 16.72 | 4.58 | 17.27 | 32.76 | -24.20 | 1.13 | 4.84 |
| Sharpe Ratio | NA | -0.43 | 0.93 | -0.09 | 0.10 | NA | NA | … | … | 0.00 | -0.25 | 0.92 | 1.13 | -0.85 | -0.37 | 1.51 | 0.27 | 1.59 | 1.86 | -0.94 | -0.07 | 5.96 |
| Standard Deviation(%) | NA | 24.43 | 22.85 | 27.83 | 22.81 | NA | NA | … | … | NA | 24.91 | 17.91 | 29.83 | 41.88 | 14.72 | 8.92 | 8.97 | 10.29 | 17.23 | 26.97 | 17.67 | 17.86 |
| Draw Down(%) | NA | 22.48 | 22.48 | 58.07 | 58.07 | NA | NA | … | … | 0.00 | 22.48 | 15.29 | 30.33 | 48.24 | 12.07 | 5.74 | 5.54 | 7.35 | 15.19 | 39.90 | 20.53 | 2.43 |
| Yield(%) | 0.00 | 0.00 | 1.68 | 2.68 | 3.12 | 2.12 | 1.59 | … | … | 0.00 | 0.00 | 1.45 | 2.12 | 2.18 | 9.49 | 5.83 | 2.31 | 1.51 | 1.30 | 0.00 | 0.00 | 0.00 |
Data as of 02/24/2012, Common starting date is 12/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUDX (Invesco Value Y ) |
-17.08%
Feb 2006 – Feb 2009 |
-7.54%
Feb 2004 – Feb 2009 |
3.00%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VLUDX (Invesco Value Y ) |
21.53%
Mar 2003 – Mar 2006 |
17.12%
Sep 2002 – Sep 2007 |
4.45%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart