| CNSFX Fund | | | USD 24.07 0.18 0.74% |
Invesco Vertible market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco Vertible Securities 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 Vertible Securities has current Market Risk Adjusted Performance of 0.2114.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2114 | |
| ER[a] | = | Expected return on investing in Invesco Vertible |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Invesco Vertible Market Risk Adjusted Performance Peers Comparison
Invesco Market Risk Adjusted Performance Relative To Other Indicators
Invesco Vertible Securities is the top fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
17.06 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Invesco Vertible Securities is roughly
17.06
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