Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EWCO (Invesco S&P 500 Equal Weight Communication Svc) | NA | 7.53% | -1.14% | 6.59% | NA | NA | NA | … | … |
Data as of 01/29/2024, Common starting date is 11/07/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EWCO (Invesco S&P 500 Equal Weight Communication Svc) | 11/07/2018 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.42 | 7.53 | -1.14 | 6.59 | NA | NA | NA | … | … | 3.03 | 17.83 | -29.00 | 14.55 | 22.16 | 22.10 | -13.26 |
| Sharpe Ratio | NA | 0.10 | -0.15 | 0.22 | NA | NA | NA | … | … | 3.66 | 0.77 | -1.13 | 0.93 | 0.66 | 1.36 | -2.46 |
| Standard Deviation(%) | NA | 17.26 | 20.68 | 22.84 | NA | NA | NA | … | … | 12.27 | 17.97 | 27.02 | 15.63 | 33.19 | 15.23 | 26.21 |
| Draw Down(%) | NA | 15.55 | 38.02 | 38.02 | NA | NA | NA | … | … | 2.83 | 15.55 | 33.10 | 14.88 | 33.53 | 8.84 | 18.03 |
| Yield(%) | 0.00 | 1.03 | 1.08 | 1.53 | 0.73 | 0.49 | 0.36 | … | … | 0.00 | 1.15 | 0.99 | 1.28 | 1.26 | 1.82 | 0.21 |
Data as of 01/29/2024, Common starting date is 11/07/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EWCO (Invesco S&P 500 Equal Weight Communication Svc) |
-1.39%
Dec 2020 – Dec 2023 |
7.42%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EWCO (Invesco S&P 500 Equal Weight Communication Svc) |
19.55%
Dec 2018 – Dec 2021 |
7.42%
Dec 2018 – Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart