Invesco Managed Market Risk Adjusted Performance
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Invesco Managed Futures has current Market Risk Adjusted Performance of 0.219.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.219 | |
| ER[a] | = | Expected return on investing in Invesco Managed |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Invesco Managed Market Risk Adjusted Performance Peers Comparison
Invesco Market Risk Adjusted Performance Relative To Other Indicators
Invesco Managed Futures is rated
fifth overall ETF in market risk adjusted performance as compared to similar ETFs. It is rated
third overall ETF in maximum drawdown as compared to similar ETFs reporting about
20.41 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Invesco Managed Futures is roughly
20.41
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