Invesco High Risk Adjusted Performance

ACTHX Fund  USD 8.68  0.01  0.12%   
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Invesco High Yield has current Risk Adjusted Performance of 0.025.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.025
ER[a] = Expected return on investing in Invesco High
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco High Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco High Yield is fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  78.99  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco High Yield is roughly  78.99 
Compare Invesco High to Peers

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