Invesco MSCI Market Risk Adjusted Performance
| MXWO Etf | | | USD 138.10 -1.28 -0.92% |
This dataset for Invesco MSCI World reflects inputs used in the Market Risk Adjusted Performance calculation. Values are derived from historical price and volume observations. Diversification context is available through
Correlation Analysis. Allocation context can improve visibility into portfolio balance. Diversification context is built from the relationships between portfolio holdings. The holding in Invesco MSCI World represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Invesco MSCI World has current Market Risk Adjusted Performance of
-5.29.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -5.29 | |
| ER[a] | = | Expected return on investing in Invesco MSCI |
| 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 MSCI World is rated
below average for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Other Technical Indicators