Invesco Preferred Risk Adjusted Performance
PGX Etf | USD 11.95 0.01 0.08% |
Invesco |
| = | 0.0333 |
ER[a] | = | Expected return on investing in Invesco Preferred |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Invesco Preferred Risk Adjusted Performance Peers Comparison
Invesco Risk Adjusted Performance Relative To Other Indicators
Invesco Preferred ETF is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 69.94 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco Preferred ETF is roughly 69.94
Risk Adjusted Performance |
Compare Invesco Preferred to Peers |
Thematic Opportunities
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Invesco Preferred Technical Signals
All Invesco Preferred Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0333 | |||
Market Risk Adjusted Performance | 0.1409 | |||
Mean Deviation | 0.4371 | |||
Semi Deviation | 0.5522 | |||
Downside Deviation | 0.6301 | |||
Coefficient Of Variation | 2077.88 | |||
Standard Deviation | 0.564 | |||
Variance | 0.3181 | |||
Information Ratio | (0.18) | |||
Jensen Alpha | 0.0013 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.16) | |||
Treynor Ratio | 0.1309 | |||
Maximum Drawdown | 2.33 | |||
Value At Risk | (1.06) | |||
Potential Upside | 0.9076 | |||
Downside Variance | 0.397 | |||
Semi Variance | 0.305 | |||
Expected Short fall | (0.45) | |||
Skewness | (0.26) | |||
Kurtosis | (0.07) |