Invesco MSCI Risk Adjusted Performance

CUT Etf  USD 34.74  0.23  0.67%   
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Invesco MSCI Global has current Risk Adjusted Performance of 0.0181.

RAP

 = 

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

RFR

 = 
0.0181
ER[a] = Expected return on investing in Invesco MSCI
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco MSCI Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco MSCI Global is third largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  206.91  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco MSCI Global is roughly  206.91 
Compare Invesco MSCI to Peers

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