Invesco FTSE Risk Adjusted Performance

PZW Etf  CAD 37.11  0.14  0.38%   
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Invesco FTSE RAFI has current Risk Adjusted Performance of 0.0916.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0916
ER[a] = Expected return on investing in Invesco FTSE
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco FTSE Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco FTSE RAFI is regarded third largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  74.89  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco FTSE RAFI is roughly  74.89 
Compare Invesco FTSE to Peers

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