Invesco Ltd
Provider: Exchange
| Annualised Return | 2.25% |
| Realised Volatility | 36.1% |
| Downside Volatility | 22.17% |
| Max Drawdown | -75.41% |
| Winning months | 52.53% |
| Sharpe Ratio | 0.06 |
| Sortino Ratio | 0.1 |
| Calmar Ratio | 0.03 |
| Viking Ratio | 0 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.01% | -8.55% | -12.77% | -8.17% | 5.22% | 9.06% | 33.23% | 5.22% | 4.8% | 3.31% | 4.08% | -0.86% | 44.81% |
| 2024 | -11.27% | -1.38% | 7.66% | -14.59% | 12.35% | -4.77% | 15.37% | 0.23% | 2.75% | -1.25% | 5.55% | -3.37% | 3.02% |
| 2023 | 2.89% | -3.64% | -7.13% | 4.45% | -15.03% | 16.9% | -0.06% | -4.09% | -8.79% | -10.67% | 11.7% | 25.02% | 4.18% |
| 2022 | -1.56% | -5.56% | 8.57% | -20.29% | 6.3% | -16.6% | 9.98% | -6.2% | -16.82% | 11.82% | 26.17% | -5.86% | -18.71% |
| 2021 | 18.13% | 9.64% | 12.49% | 7.06% | 6.3% | -6.31% | -8.79% | 4.55% | -4.78% | 5.39% | -11.54% | 3.09% | 35.56% |
| 2020 | -3.78% | -15.37% | -36.94% | -5.07% | -5.63% | 35.01% | -6.69% | 3% | 11.86% | 14.9% | 25.11% | 7.39% | 3.06% |
| 2019 | 8.84% | 7.95% | -0.21% | 13.78% | -9.74% | 4.71% | -6.21% | -16.59% | 7.9% | -0.71% | 6.21% | 2.39% | 14.91% |
| 2018 | -1.12% | -9.13% | -1.63% | -9.5% | -4.67% | -2.78% | 1.62% | -9.62% | -5.06% | -5.11% | -4.96% | -17.74% | -52.05% |
| 2017 | -4.68% | 12.29% | -4.85% | 7.54% | -2.9% | 11.01% | -1.19% | -4.91% | 6.89% | 2.14% | 1.9% | 1.02% | 24.67% |
| 2016 | -10.6% | -9.74% | 15.07% | 0.78% | 2.21% | -18.66% | 14.25% | 7.9% | 0.26% | -10.17% | 12.51% | -3.1% | -5.83% |
| 2015 | -7.06% | 10.34% | -1.44% | 4.36% | -3.2% | -5.88% | 2.96% | -10.99% | -8.44% | 6.21% | 2.42% | -0.62% | -12.83% |
| 2014 | -8.65% | 3.84% | 7.87% | -4.84% | 4.96% | 2.86% | -0.32% | 9.22% | -3.33% | 2.51% | 0.34% | -2.08% | 11.43% |
| 2013 | 4.45% | -1.06% | 8.1% | 9.6% | 7% | -5.75% | 1.23% | -5.02% | 5.07% | 5.8% | 3.95% | 4.45% | 43.27% |
| 2012 | 12.34% | 10.29% | 7.67% | -6.86% | -11.76% | 3.91% | -2.08% | 7.78% | 5.53% | -2.68% | 3.52% | 4.4% | 33.46% |
| 2011 | 2.83% | 8.93% | -4.77% | -2.7% | -0.3% | -5.15% | -5.21% | -16.92% | -15.25% | 29.4% | 1.51% | -0.79% | -14.64% |
| 2010 | -17.84% | 2.09% | 11.79% | 4.93% | -18.82% | -9.32% | 16.1% | -6.62% | 17.03% | 8.34% | -5% | 10.67% | 4.67% |
| 2009 | -18.35% | -2.27% | 21.26% | 6.2% | 7.08% | 13.87% | 10.83% | 5.61% | 9.69% | -7.07% | 5.66% | 5.57% | 66.75% |
| 2008 | -13.26% | -5.91% | -3.9% | 5.3% | 8.88% | -13.83% | -2.88% | 10.46% | -18.14% | -28.93% | -14.91% | 15.06% | -52.66% |
| 2007 | 14.25% | 14.25% |