Invesco SAMPP Market Risk Adjusted Performance
| RWK Etf | | | USD 126.05 -1.96 -1.53% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Invesco SAMPP MidCap. Values may reflect normalized price or volume observations.
Invesco SAMPP MidCap has current Market Risk Adjusted Performance of
-0.04.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Invesco SAMPP |
| 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 SAMPP MidCap is rated
below average for market risk adjusted performance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
Other Technical Indicators