Invesco Diversified Dividend Fund Market Value
| DDFIX Fund | USD 19.39 0.03 0.15% |
| Symbol | Invesco |
Invesco Diversified 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Invesco Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Invesco Diversified.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Invesco Diversified on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Invesco Diversified Dividend or generate 0.0% return on investment in Invesco Diversified over 90 days. Invesco Diversified is related to or competes with Great-west Loomis, Ab Discovery, Valic Company, Omni Small-cap, American Beacon, Perkins Small, and Pace Small/medium. The fund invests primarily in dividend-paying equity securities More
Invesco Diversified Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Invesco Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Invesco Diversified Dividend upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6313 | |||
| Information Ratio | 0.1519 | |||
| Maximum Drawdown | 15.15 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.34 |
Invesco Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Invesco Diversified's standard deviation. In reality, there are many statistical measures that can use Invesco Diversified historical prices to predict the future Invesco Diversified's volatility.| Risk Adjusted Performance | 0.1467 | |||
| Jensen Alpha | 0.3118 | |||
| Total Risk Alpha | 0.2231 | |||
| Sortino Ratio | 0.425 | |||
| Treynor Ratio | (1.62) |
Invesco Diversified February 18, 2026 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 | 0.1467 | |||
| Market Risk Adjusted Performance | (1.61) | |||
| Mean Deviation | 0.7148 | |||
| Downside Deviation | 0.6313 | |||
| Coefficient Of Variation | 560.67 | |||
| Standard Deviation | 1.77 | |||
| Variance | 3.12 | |||
| Information Ratio | 0.1519 | |||
| Jensen Alpha | 0.3118 | |||
| Total Risk Alpha | 0.2231 | |||
| Sortino Ratio | 0.425 | |||
| Treynor Ratio | (1.62) | |||
| Maximum Drawdown | 15.15 | |||
| Value At Risk | (0.87) | |||
| Potential Upside | 1.34 | |||
| Downside Variance | 0.3985 | |||
| Semi Variance | (0.07) | |||
| Expected Short fall | (0.91) | |||
| Skewness | 6.56 | |||
| Kurtosis | 49.41 |
Invesco Diversified Backtested Returns
Invesco Diversified appears to be very steady, given 3 months investment horizon. Invesco Diversified holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Invesco Diversified, which you can use to evaluate the volatility of the entity. Please utilize Invesco Diversified's Coefficient Of Variation of 560.67, risk adjusted performance of 0.1467, and Market Risk Adjusted Performance of (1.61) to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco Diversified are expected to decrease at a much lower rate. During the bear market, Invesco Diversified is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Invesco Diversified Dividend has good predictability. Overlapping area represents the amount of predictability between Invesco Diversified time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Diversified price movement. The serial correlation of 0.79 indicates that around 79.0% of current Invesco Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Invesco Mutual Fund
Invesco Diversified financial ratios help investors to determine whether Invesco Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Invesco with respect to the benefits of owning Invesco Diversified security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities |