Invesco FTSE Total Risk Alpha
| PXH Etf | | | USD 26.62 -0.19 -0.71% |
Invesco FTSE total risk alpha lookup summarizes this and related technical indicators for Invesco FTSE RAFI. Coverage varies by data normalization and availability; see
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Invesco FTSE RAFI has current Total Risk Alpha of 0.1127. 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] |
| = | 0.1127 | |
| ER[a] | = | Expected return on investing in Invesco FTSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco FTSE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco FTSE Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco FTSE RAFI is rated
below average for total risk alpha across ETF peers. It is currently under evaluation for maximum drawdown across ETF peers recording roughly
47.61 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
47.61 times for Invesco FTSE RAFI
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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