INVESCO HIGH Risk Adjusted Performance
| AMHYX Fund | | | USD 3.55 0.01 0.28% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is INVESCO HIGH's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
INVESCO HIGH registers a Risk Adjusted Performance of 0.0068, reflecting positive but modest risk-adjusted return. INVESCO HIGH has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0068 | |
Risk Adjusted Performance Peers Comparison
INVESCO HIGH's Risk Adjusted Performance of 0.0068 falls below the 0.06 peer average. Values range from 0.0301 (Vy Goldman Sachs) to 0.1143 (Goldman Sachs Large), with wide dispersion across the group. INVESCO HIGH's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Invesco High and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
INVESCO HIGH's Maximum Drawdown of
1.44 runs about
212.28 times its Risk Adjusted Performance of
0.01 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for INVESCO HIGH.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for INVESCO HIGH is 0.0068. The Risk Adjusted Performance for INVESCO HIGH applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. INVESCO HIGH operates in the high yield bond sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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