Invesco Select Market Risk Adjusted Performance
| PXQIX Fund | | | USD 15.33 -0.30 -1.92% |
This module presents the Market Risk Adjusted Performance indicator for Invesco Select Risk using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Diversification context is available through
Your Equity Center. Diversification context helps frame allocation across holdings. The allocation shows a weighting toward Invesco Select Risk. The weighting is visible within the allocation breakdown. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Invesco Select Risk has current Market Risk Adjusted Performance of 0.0739.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0739 | |
| ER[a] | = | Expected return on investing in Invesco Select |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Invesco Select Risk is rated
fifth in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
92.48 of Maximum Drawdown per Market Risk Adjusted Performance. At
92.48 , Invesco Select Risk's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators