Invesco Active Total Risk Alpha
| PSR Etf | | | USD 96.70 -0.97 -0.99% |
The Total Risk Alpha lookup presents technical context for Invesco Active Real and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Invesco Active has P/E of 29.56.
Your Equity Center can help frame allocation decisions. The allocation includes a position in Invesco Active Real within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in population.
Invesco Active Real has current Total Risk Alpha of 0.1133. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1133 | |
| ER[a] | = | Expected return on investing in Invesco Active |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco Active |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco Active Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco Active Real maintains a
third in Total Risk Alpha in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
28.98 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Invesco Active Real is roughly
28.98 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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