Invesco Actively Managed Etf Performance
| IMSI Etf | 51.06 0.00 0.00% |
The etf retains a Market Volatility (i.e., Beta) of 0.0127, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Actively's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Actively is expected to be smaller as well.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Actively Managed are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, Invesco Actively is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders. ...more
1 | Invesco Municipal Strategic Income ETF declares monthly distribution of 0.1704 - MSN | 11/20/2024 |
Invesco |
Invesco Actively Relative Risk vs. Return Landscape
If you would invest 5,064 in Invesco Actively Managed on October 25, 2024 and sell it today you would earn a total of 42.50 from holding Invesco Actively Managed or generate 0.84% return on investment over 90 days. Invesco Actively Managed is currently generating 0.0141% in daily expected returns and assumes 0.212% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Invesco, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Invesco Actively Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Actively's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Actively Managed, and traders can use it to determine the average amount a Invesco Actively's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0668
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Estimated Market Risk
| 0.21 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Invesco Actively is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Actively by adding it to a well-diversified portfolio.
About Invesco Actively Performance
By evaluating Invesco Actively's fundamental ratios, stakeholders can gain valuable insights into Invesco Actively's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Actively has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Actively has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Invesco Actively is entity of United States. It is traded as Etf on BATS exchange.