Invesco Actively Total Risk Alpha
| IQSZ Etf | | | 27.73 0.49 1.80% |
Historical market data for Invesco Actively Managed forms the basis of the Total Risk Alpha indicator shown here. Market data gaps can influence the computed indicator values.
Risk vs Return Analysis frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. The allocation shows a weighting toward Invesco Actively Managed. The weighting is visible within the allocation breakdown. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in real.
Invesco Actively Managed has current Total Risk Alpha of 0.0804. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0804 | |
| ER[a] | = | Expected return on investing in Invesco Actively |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Actively |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Invesco Actively Managed is rated
below average in total risk alpha compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
54.27 of Maximum Drawdown per Total Risk Alpha. At
54.27 , Invesco Actively Managed's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Invesco Actively to Peers
Other Technical Indicators