Invesco KBW Market Risk Adjusted Performance
| KBWY Etf | | | USD 15.31 -0.12 -0.78% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Invesco KBW Premium are shown here. Availability can differ across markets, exchanges, and instruments. Portfolio design and allocation context appear in
Correlation Analysis. Portfolio-level transparency adds depth to allocation analysis. Adding Invesco KBW Premium to a portfolio enables side-by-side comparison with other holdings. This enables performance tracking across the full position set. Broader economic conditions can influence Invesco KBW Premium's etf valuation — related indicators include
signals in private.
Invesco KBW Premium has current Market Risk Adjusted Performance of 0.0377.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0377 | |
| ER[a] | = | Expected return on investing in Invesco KBW |
| 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 KBW Premium is rated
below average in market risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
147.84 of Maximum Drawdown per Market Risk Adjusted Performance. At
147.84 , Invesco KBW Premium's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators