Invesco Quantitative Market Risk Adjusted Performance

LVLC Etf   6.58  0.01  0.15%   
Invesco Quantitative market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco Quantitative Strats 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 Equity Screeners to view more equity screening tools
  
Invesco Quantitative Strats has current Market Risk Adjusted Performance of 0.5777.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.5777
ER[a] = Expected return on investing in Invesco Quantitative
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Invesco Quantitative Market Risk Adjusted Performance Peers Comparison

Invesco Market Risk Adjusted Performance Relative To Other Indicators

Invesco Quantitative Strats is rated second overall ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  6.33  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Invesco Quantitative Strats is roughly  6.33 
Compare Invesco Quantitative to Peers

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