Invesco FTSE Risk Adjusted Performance
| PRF ETF | | | USD 47.24 -0.46 -0.96% |
The Risk Adjusted Performance indicator for Invesco FTSE RAFI is derived from observed market data. The dataset is based on observed market activity where data is available.
Your Equity Center frames the approach to diversified portfolio design. All values are based on available data and provided as reference information. Invesco FTSE RAFI can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Invesco FTSE RAFI's ETF valuation — related indicators include
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Invesco FTSE RAFI has current Risk Adjusted Performance of 0.0212.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0212 | |
Risk Adjusted Performance Peers Comparison
Risk Adjusted Performance Relative To Other Indicators
Invesco FTSE RAFI is rated
below average in risk adjusted performance relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs at roughly
150.13 Maximum Drawdown per unit of Risk Adjusted Performance. Invesco FTSE RAFI carries a
150.13 x Maximum Drawdown-to-Risk Adjusted Performance ratio
Other Technical Indicators