Invesco SAMPP Market Risk Adjusted Performance

XMLV Etf  USD 64.86  -0.11  -0.17%   
Reference data associated with the Market Risk Adjusted Performance technical indicator for Invesco SAMPP MidCap. Coverage may vary across instruments due to feed availability.
Invesco SAMPP MidCap has current Market Risk Adjusted Performance of -1.48.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
-1.48
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 relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Compare Invesco SAMPP to Peers

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