Invesco SAMPP Total Risk Alpha
| RZV Etf | | | USD 119.55 -1.84 -1.52% |
Observed values used in the Total Risk Alpha indicator for Invesco SAMPP SmallCap are included in this dataset. The underlying data comes from exchange-reported trading records. Use
Your Equity Center to better understand diversified portfolio construction. The diversification view provides additional analytical depth. This includes a position in Invesco SAMPP SmallCap. Portfolio construction methods define how positions are sized. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Invesco SAMPP SmallCap has current Total Risk Alpha of 0.1519. 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] |
| = | 0.1519 | |
| ER[a] | = | Expected return on investing in Invesco SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco SAMPP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Invesco SAMPP SmallCap falls in the
fourth position for total risk alpha relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
42.85 ratio of Maximum Drawdown to Total Risk Alpha. Invesco SAMPP SmallCap's Maximum Drawdown exceeds Total Risk Alpha by a factor of
42.85 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Invesco SAMPP to Peers
Other Technical Indicators