INVESCO AMERICAN Total Risk Alpha
| VAFIX Fund | | | USD 27.99 -0.61 -2.13% |
The Total Risk Alpha profile for Invesco American Franchise is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. All content is derived from available inputs and carries no advisory implication. The portfolio reflects a holding in Invesco American Franchise. The position falls within the allocation view. The allocation approach determines the relative weighting of each position. All metrics are derived from available inputs and shown for reference. 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 American Franchise has current Total Risk Alpha of 0.0308. 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] |
| = | 0.0308 | |
| ER[a] | = | Expected return on investing in INVESCO AMERICAN |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on INVESCO AMERICAN |
| 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 American Franchise is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
171.96 of Maximum Drawdown per Total Risk Alpha. At
171.96 , Invesco American Franchise's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare INVESCO AMERICAN to Peers
Other Technical Indicators