Invesco Risk Adjusted Performance
| XRLV ETF | | | USD 57.25 0.01 0.02% |
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's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
Invesco carries a Risk Adjusted Performance of 0.2139, consistent with positive but modest risk-adjusted return. Invesco has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.2139 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.11 for Risk Adjusted Performance, with Invesco at 0.2139 falling above that level. Readings span -0.0683 (The Hoya Capital) to 0.2719 (SoFi Enhanced Yield). Invesco's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Invesco 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.
Invesco produces
5.45 in Maximum Drawdown for each unit of Risk Adjusted Performance, with respective readings of
1.17 and
0.21 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Invesco.
Methodology, Assumptions & Data Sources
Invesco's Risk Adjusted Performance currently stands at 0.2139. The Risk Adjusted Performance for Invesco applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This ETF metric is provided for analytical reference.
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