Invesco Short Market Risk Adjusted Performance

STBCX Fund  USD 8.08  0.01  0.12%   
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Invesco Short Term has current Market Risk Adjusted Performance of 1.34.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
1.34
ER[a] = Expected return on investing in Invesco Short
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Invesco Short Market Risk Adjusted Performance Peers Comparison

Invesco Market Risk Adjusted Performance Relative To Other Indicators

Invesco Short Term is rated second largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  0.55  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Invesco Short Term is roughly  1.81 
Compare Invesco Short to Peers

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