Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MKNRX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R) | NA | -35.25% | -19.63% | -12.51% | NA | NA | NA | … | … |
Data as of 08/06/2020, Common starting date is 12/31/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MKNRX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R) | 12/31/2013 | 08/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.92 | -35.25 | -19.63 | -12.51 | NA | NA | NA | … | … | -8.58 | -13.62 | -27.60 | -7.96 | -2.65 | 0.10 | 2.21 | 0.00 |
| Sharpe Ratio | NA | -4.44 | -2.21 | -2.39 | NA | NA | NA | … | … | -3.71 | -6.99 | -1.64 | -3.14 | -5.12 | -2.63 | -1.86 | NA |
| Standard Deviation(%) | NA | 7.55 | 18.47 | 14.96 | NA | NA | NA | … | … | 8.63 | 5.27 | 29.90 | 8.69 | 7.16 | 7.00 | 8.78 | 0.00 |
| Draw Down(%) | NA | 11.39 | 48.26 | 50.24 | NA | NA | NA | … | … | 11.09 | 14.52 | 29.65 | 9.43 | 9.46 | 5.88 | 10.02 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 9.71 | 5.79 | 3.09 | 2.06 | 1.55 | … | … | 0.00 | 0.00 | 23.81 | 6.90 | 0.00 | 0.25 | 1.88 | 0.00 |
Data as of 08/06/2020, Common starting date is 12/31/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKNRX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R) |
-10.72%
Jul 2017 – Jul 2020 |
-6.55%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MKNRX (INVESCO GLOBAL MARKET NEUTRAL FUND CLASS R) |
0.43%
Oct 2014 – Oct 2017 |
-2.40%
Jan 2014 – Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart