Invesco DB Market Risk Adjusted Performance
| DBB Etf | | | USD 22.51 -0.44 -1.92% |
This dataset for Invesco DB Base reflects inputs used in the Market Risk Adjusted Performance calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. Extended technical indicator views are accessible through
Equity Screeners. Invesco DB has a market cap of 213.38 M. Review
Investing Opportunities for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. A position in Invesco DB Base appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. All content is derived from available inputs and carries no advisory implication. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Invesco DB Base has current Market Risk Adjusted Performance of 0.1295.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1295 | |
| ER[a] | = | Expected return on investing in Invesco DB |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Invesco DB Base is rated
second in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
63.04 of Maximum Drawdown per Market Risk Adjusted Performance. At
63.04 , Invesco DB Base's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators