Invesco Dynamic Risk Adjusted Performance

PKB ETF  USD 96.04  -2.51  -2.55%   
The Risk Adjusted Performance indicator for Invesco Dynamic Building is derived from observed market data. The dataset is based on observed market activity where data is available. Invesco Dynamic has a market cap of 158.96 M. Allocation context is available in Your Equity Center. Invesco Dynamic Building can be tracked within a custom portfolio for ongoing monitoring. All values are presented as reference data. Broader economic conditions can influence Invesco Dynamic Building's ETF valuation — related indicators include signals in industry.
Invesco Dynamic Building has current Risk Adjusted Performance of 0.0247.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0247
ER[a] = Expected return on investing in Invesco Dynamic
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Invesco Dynamic Building is rated second in risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about 292.81 of Maximum Drawdown per Risk Adjusted Performance. At 292.81 , Invesco Dynamic Building's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
Compare Invesco Dynamic to Peers

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