Invesco Treasury (Germany) Performance
| TRDX Etf | EUR 33.34 0.03 0.09% |
The etf retains a Market Volatility (i.e., Beta) of 0.0846, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Treasury is expected to be smaller as well.
Risk-Adjusted Performance
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Treasury Bond are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, Invesco Treasury is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Invesco Treasury Relative Risk vs. Return Landscape
If you would invest 3,295 in Invesco Treasury Bond on September 25, 2024 and sell it today you would earn a total of 39.00 from holding Invesco Treasury Bond or generate 1.18% return on investment over 90 days. Invesco Treasury Bond is generating 0.0193% of daily returns assuming 0.4374% volatility of returns over the 90 days investment horizon. Simply put, 3% of all etfs have less volatile historical return distribution than Invesco Treasury, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Invesco Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Treasury Bond, and traders can use it to determine the average amount a Invesco Treasury's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0442
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Estimated Market Risk
| 0.44 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Invesco Treasury is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Treasury by adding it to a well-diversified portfolio.
About Invesco Treasury Performance
By analyzing Invesco Treasury's fundamental ratios, stakeholders can gain valuable insights into Invesco Treasury's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Invesco Treasury has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Invesco Treasury has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.