| VADFX Fund | | | USD 84.51 0.01 0.01% |
Invesco Equally-weighted total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Invesco Equally Weighted Sp 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 Equally Weighted Sp has current Total Risk Alpha of 0.0016. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0016 | |
| ER[a] | = | Expected return on investing in Invesco Equally-weighted |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Equally-weighted |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco Equally-weighted Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco Equally Weighted Sp is rated
second in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
1,955 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Invesco Equally Weighted Sp is roughly
1,955 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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