Invesco SAMPP Risk Adjusted Performance
| SPHD ETF | | | USD 49.59 -0.22 -0.44% |
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 SAMPP's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
A Risk Adjusted Performance of
-0.05 for Invesco SAMPP signals slightly negative risk-adjusted return. Invesco SAMPP's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.05 | |
Risk Adjusted Performance Peers Comparison
Among sector peers, Invesco SAMPP's Risk Adjusted Performance of -0.0531 is below the 0.03 group average. The range runs from -0.1149 (iShares Healthcare ETF) to 0.1493 (iShares MSCI All). Invesco SAMPP'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 SAMPP 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.
Compare Invesco SAMPP to PeersMethodology, Assumptions & Data Sources
Invesco SAMPP has a current Risk Adjusted Performance reading of -0.05. Invesco SAMPP's Risk Adjusted Performance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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