INVESCO HIGH Market Risk Adjusted Performance
| AMHYX Fund | | | USD 3.53 -0.01 -0.28% |
INVESCO HIGH market risk adjusted performance lookup summarizes this and related technical indicators for Invesco High Yield. Coverage varies by data normalization and availability; see
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Invesco High Yield has current Market Risk Adjusted Performance of 0.0606.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0606 | |
| ER[a] | = | Expected return on investing in INVESCO HIGH |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
INVESCO HIGH Market Risk Adjusted Performance Peers Comparison
INVESCO Market Risk Adjusted Performance Relative To Other Indicators
Invesco High Yield is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
18.70 of Maximum Drawdown per Market Risk Adjusted Performance. At
18.70 , Invesco High Yield's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
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