Invesco MSCI Risk Adjusted Performance

SC0I Etf  EUR 78.36  0.46  0.58%   
Invesco MSCI risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco MSCI Japan 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 MSCI Japan has current Risk Adjusted Performance of 0.0673.

RAP

 = 

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

RFR

 = 
0.0673
ER[a] = Expected return on investing in Invesco MSCI
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco MSCI Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco MSCI Japan is rated below average in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  75.97  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco MSCI Japan is roughly  75.97 
Compare Invesco MSCI to Peers

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