Invesco Energy Correlations

FSTEX Fund

USD 35.56 0.54 1.50%

The current 90-days correlation between Invesco Energy and Kinetics Spin Off And is -0.01 (i.e., Good diversification). The correlation of Invesco Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Invesco Energy Correlation With Market

Average diversification

The correlation between Invesco Energy Fund and DJI is 0.17 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Invesco Energy Fund and DJI in the same portfolio, assuming nothing else is changed.

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Invesco Energy Fund. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in services.

Moving together with INVESCO Mutual Fund

0.66	BRCNX	Invesco Balanced Risk	Pair Corr
0.65	BRCCX	Invesco Balanced Risk	Pair Corr
0.81	BRCAX	Invesco Balanced Risk	Pair Corr
0.82	BRCYX	Invesco Balanced Risk	Pair Corr
0.87	EMLDX	Invesco Emerging Markets	Pair Corr
0.68	STBCX	Invesco Short Term	Pair Corr
0.67	STBRX	Invesco Short Term	Pair Corr
0.95	MLPAX	Oppenheimer Steelpath Mlp	Pair Corr

Related Correlations Analysis

	USCBX	ABNTX	FAFMX	TOHIX	APDOX	RGHYX	TRZOX	LSHEX
USCBX		0.63	0.91	0.85	0.6	0.54	0.57	0.76	USCBX
ABNTX	0.63		0.69	0.75	0.8	0.71	0.71	0.64	ABNTX
FAFMX	0.91	0.69		0.93	0.72	0.63	0.7	0.75	FAFMX
TOHIX	0.85	0.75	0.93		0.86	0.83	0.86	0.79	TOHIX
APDOX	0.6	0.8	0.72	0.86		0.94	0.9	0.78	APDOX
RGHYX	0.54	0.71	0.63	0.83	0.94		0.93	0.7	RGHYX
TRZOX	0.57	0.71	0.7	0.86	0.9	0.93		0.66	TRZOX
LSHEX	0.76	0.64	0.75	0.79	0.78	0.7	0.66		LSHEX
	USCBX	ABNTX	FAFMX	TOHIX	APDOX	RGHYX	TRZOX	LSHEX

Risk-Adjusted Indicators

There is a big difference between INVESCO Mutual Fund performing well and Invesco Energy Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Invesco Energy's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
USCBX	0.10	0.00	(0.18)	0.22	0.00	(0.16)	0.29	(0.20)	0.68
ABNTX	0.07	0.00	(0.28)	0.04	0.00	(0.11)	0.10	(0.10)	0.39
FAFMX	0.07	0.00	(0.20)	0.76	0.00	(0.14)	0.19	(0.09)	0.75
TOHIX	0.06	0.00	(0.17)	0.56	0.00	(0.12)	0.18	(0.09)	0.65
APDOX	0.10	0.07	0.20	1.11	0.00	(0.15)	0.28	(0.18)	0.56
RGHYX	0.11	0.01	(0.08)	0.29	0.00	(0.15)	0.20	(0.20)	1.11
TRZOX	0.06	0.00	(0.14)	(0.19)	0.00	(0.22)	0.22	(0.22)	0.43
LSHEX	1.97	0.29	0.13	0.38	1.84	(2.33)	6.01	(3.02)	14.38

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Invesco Energy Correlations

Invesco Energy Correlation With Market

Average diversification

Moving together with INVESCO Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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