Invesco FTSE Risk Adjusted Performance

PRFZ Etf  USD 46.44  0.48  1.04%   
The Risk Adjusted Performance signal for Invesco FTSE RAFI reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. Review Your Equity Center for context on portfolio diversification. The diversification view provides additional analytical depth. Invesco FTSE RAFI can be tracked within a custom portfolio for ongoing monitoring. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Invesco FTSE RAFI's etf valuation — related indicators include signals in price.
Invesco FTSE RAFI has current Risk Adjusted Performance of 0.0081.

RAP

 = 

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

RFR

 = 
0.0081
ER[a] = Expected return on investing in Invesco FTSE
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 FTSE RAFI is rated below average in risk adjusted performance compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about 704.74 of Maximum Drawdown per Risk Adjusted Performance. At 704.74 , Invesco FTSE RAFI's Maximum Drawdown-to-Risk Adjusted Performance multiple reflects the spread between these metrics
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