Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IFDCX (Invesco Dynamics C) | NA | 29.83% | 17.03% | 6.90% | 7.55% | NA | NA | … | … |
Data as of 07/12/2013, Common starting date is 10/13/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFDCX (Invesco Dynamics C) | 10/13/2000 | 07/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.61 | 29.83 | 17.03 | 6.90 | 7.55 | NA | NA | … | … | 20.10 | 12.10 | -5.11 | 22.54 | 41.84 | -47.50 | 11.55 | 15.67 | 9.53 | 11.40 | 37.21 | -33.72 | -33.42 | -17.66 |
| Sharpe Ratio | NA | 2.07 | 0.77 | 0.23 | 0.28 | NA | NA | … | … | 2.82 | 0.73 | -0.17 | 1.00 | 1.40 | -1.16 | 0.49 | 0.83 | 0.59 | 0.70 | 1.84 | -1.07 | -0.90 | -1.20 |
| Standard Deviation(%) | NA | 14.37 | 22.00 | 29.05 | 23.81 | NA | NA | … | … | 14.68 | 16.56 | 29.77 | 22.45 | 29.77 | 41.67 | 17.64 | 14.97 | 12.50 | 15.02 | 19.82 | 32.57 | 40.05 | 53.63 |
| Draw Down(%) | NA | 7.87 | 27.90 | 50.87 | 59.99 | NA | NA | … | … | 6.99 | 13.34 | 27.90 | 19.02 | 22.42 | 57.28 | 14.16 | 14.57 | 9.22 | 15.09 | 12.75 | 45.80 | 52.97 | 28.18 |
| Yield(%) | 0.00 | 0.97 | 1.32 | 0.69 | 0.54 | 0.18 | 0.14 | … | … | 0.00 | 0.99 | 2.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 0.00 | 0.00 | 0.10 | 0.27 |
Data as of 07/12/2013, Common starting date is 10/13/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDCX (Invesco Dynamics C) |
-17.76%
Feb 2006 – Feb 2009 |
-6.80%
Feb 2004 – Feb 2009 |
-1.48%
Jan 2001 – Jan 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFDCX (Invesco Dynamics C) |
27.86%
Feb 2009 – Feb 2012 |
19.42%
Sep 2002 – Sep 2007 |
8.74%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart