| PHB Etf | | | USD 18.35 0.12 0.66% |
Invesco Fundamental market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco Fundamental High or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Invesco Fundamental High has current Market Risk Adjusted Performance of 0.0539.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0539 | |
| ER[a] | = | Expected return on investing in Invesco Fundamental |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Invesco Fundamental Market Risk Adjusted Performance Peers Comparison
Invesco Market Risk Adjusted Performance Relative To Other Indicators
Invesco Fundamental High is regarded
fifth largest ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
21.36 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Invesco Fundamental High is roughly
21.36
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