Vy Invesco Growth Fund Volatility
| IVGIX Fund | USD 20.23 0.15 0.75% |
Recent trading patterns suggest Vy Invesco Growth maintains a very low volatility profile. Vy Invesco Growth reports a Sharpe Ratio (Efficiency) of 0.0214, showing reward per unit of risk over the last 3 months. The current setup includes 28 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0214
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IVGIX |
For Vy Invesco Growth, recent data highlights a Market Risk Adjusted Performance of 0.03%, a Risk of 0.74, and a Risk Adjusted Performance of 0.03%. Moving average data indicates VY(R) INVESCO is positioned near 1% of its recent return envelope. Risk-adjusted contribution varies depending on portfolio structure.
Key indicators related to VY(R) INVESCO's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for VY(R) INVESCO draws on both historical price data and forward-looking implied volatility from the options market. Together these measures provide a comprehensive view of VY(R) INVESCO's risk profile.
VY(R) |
Volatility Strategy
Observed trading dispersion in Vy Invesco Growth can affect long-term allocation structure. Current statistical measures show total volatility near 0.74% with a beta coefficient of 0.86, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0214, evaluates return per unit of total risk. An alpha value of 0.0556 reflects performance relative to systematic market exposure. Expected return estimates near 0.0158% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to VY(R) INVESCO's market risk premium analysis include:
Beta 0.86 | Alpha 0.0556 | Risk 0.74 | Sharpe Ratio 0.0214 | Expected Return 0.0158 |
Moving together with VY(R) Mutual Fund
| 0.74 | ILABX | Voya Bond Index | PairCorr |
| 0.72 | ILBAX | Voya Bond Index | PairCorr |
| 0.8 | ILBPX | Voya Limited Maturity | PairCorr |
| 0.82 | ILMBX | Voya Limited Maturity | PairCorr |
| 0.74 | ILUAX | Voya Bond Index | PairCorr |
| 0.8 | IMBAX | Voya Limited Maturity | PairCorr |
| 0.87 | IMCVX | Voya Multi Manager | PairCorr |
| 0.91 | IMYCX | Voya High Yield | PairCorr |
| 0.79 | INGBX | Voya Global Bond | PairCorr |
| 0.97 | VPISX | Voya Index Solution | PairCorr |
| 0.96 | INTIX | Voya International Index | PairCorr |
| 0.97 | VPSSX | Voya Index Solution | PairCorr |
| 0.87 | VPRSX | Voya Jpmorgan Small | PairCorr |
| 0.96 | VPSAX | Voya Index Solution | PairCorr |
| 0.83 | IOSAX | Voya Global Bond | PairCorr |
| 0.84 | IOSIX | Voya Global Bond | PairCorr |
| 0.9 | NARCX | Voya Multi Manager | PairCorr |
| 0.87 | NAWCX | Voya Global Equity | PairCorr |
| 0.87 | NAWGX | Voya Global Equity | PairCorr |
| 0.87 | NAWIX | Voya Global Equity | PairCorr |
| 0.97 | IPARX | Voya Global Perspectives | PairCorr |
| 0.67 | IPEIX | Voya Large Cap | PairCorr |
| 0.64 | IPESX | Voya Large Cap | PairCorr |
| 0.64 | IPETX | Voya Large Cap | PairCorr |
Sensitivity To Market
VY(R) INVESCO systematic risk exposure is reflected in a beta value of 0.86. Beta is derived from regression analysis comparing asset and benchmark returns. Measured volatility currently stands near 0.74%.Over the current lookback period, Vy Invesco Growth shows a very low volatility profile, using downside deviation (0.84%) as a primary reference. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze Vy Invesco Growth Demand TrendCheck current 90 days VY(R) INVESCO correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation for VY(R) expresses the daily price volatility over a selected time horizon as a spread around the mean. High values indicate volatile instruments; low values indicate stable ones.
Standard Deviation | 0.74 |
For VY(R) INVESCO investors, the distinction between upside and downside risk matters. Standard deviation measures total volatility including favorable moves, while downside deviation and semi-deviation isolate the loss risk in VY(R) INVESCO's daily returns. For Vy Invesco Growth, recent data highlights a Downside Deviation of 0.84, a Downside Variance of 0.70, and a Maximum Drawdown of 3.37.
Mutual Fund Volatility Analysis
Volatility describes the degree to which VY(R) INVESCO mutual fund price fluctuates in either direction. Highly volatile mutual funds like VY(R) INVESCO can offer significant profit opportunities, but also come with heightened risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Vy Invesco Growth Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon VY(R) INVESCO has a beta of 0.8594 . This usually indicates Vy Invesco Growth market returns are sensitive to returns on the market. As the market goes up or down, VY(R) INVESCO is expected to follow.Systematic risk links VY(R) INVESCO to overall mutual fund market cycles, while unsystematic risk stems from company or sector-specific developments. Diversification addresses the latter, but macro sensitivity persists. Beta measures relative responsiveness. For Vy Invesco Growth, recent data highlights a Downside Deviation of 0.84, a Mean Deviation of 0.56, and a Semi Deviation of 0.78.
Predicted Return Density |
| Returns |
What Drives VY(R) INVESCO's Price Volatility?
Several factors can influence VY(R) INVESCO's market volatility:Industry Dynamics
Sector-level events can directly affect VY(R) INVESCO's price stability. Regulatory changes, supply disruptions, or shifts in demand within VY(R) INVESCO's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like VY(R) INVESCO.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for VY(R) INVESCO's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward VY(R) INVESCO. During periods of economic expansion, VY(R) INVESCO's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.VY(R) INVESCO's Company-Specific Factors
Volatility can also stem from events unique to VY(R) INVESCO. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in VY(R) INVESCO's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on VY(R) INVESCO's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of VY(R) INVESCO is 4668.52. The daily returns are distributed with a variance of 0.54 and standard deviation of 0.74. The mean deviation of Vy Invesco Growth is currently at 0.54. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.86 | |
σ | Overall volatility | 0.74 | |
Ir | Information ratio | 0.08 |
Mutual Fund Return Volatility
VY(R) INVESCO historical daily return volatility represents how much of VY(R) INVESCO fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.7377% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.7886% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between VY(R) Mutual Fund performing well and VY(R) INVESCO Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare VY(R) INVESCO's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VVIAX | 0.52 | 0.10 | 0.15 | 0.08 | 0.58 | 0.95 | 3.26 | |||
| AWSHX | 0.50 | 0.01 | 0.00 | -0.03 | 0.00 | 0.88 | 3.55 | |||
| WSHCX | 0.50 | 0.01 | 0.00 | -0.04 | 0.00 | 0.87 | 3.58 | |||
| WSHFX | 0.50 | 0.01 | 0.00 | -0.03 | 0.00 | 0.87 | 3.56 | |||
| FWWMX | 0.58 | 0.08 | 0.13 | 0.06 | 0.63 | 0.92 | 7.25 | |||
| FWMMX | 0.58 | 0.08 | 0.13 | 0.06 | 0.63 | 0.94 | 7.25 | |||
| DODGX | 0.57 | 0.04 | 0.07 | 0.00 | 0.71 | 1.24 | 3.20 | |||
| AMRMX | 0.57 | -0.06 | 0.00 | -0.12 | 0.00 | 0.83 | 7.42 | |||
| AMFFX | 0.46 | 0.03 | 0.07 | 0.01 | 0.67 | 0.82 | 2.92 | |||
| AMFCX | 0.46 | 0.03 | 0.06 | 0.00 | 0.68 | 0.83 | 2.93 |
Risk Metrics, Assumptions & Methodology
Volatility for VY(R) INVESCO reflects NAV dispersion and exposure stability across disclosure periods. Range expansion increases sensitivity to market stress conditions.
Inputs for Vy Invesco Growth come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Michael Smolkin - Member of Macroaxis Board of DirectorsVY(R) INVESCO Investment Opportunity
Dow Jones Industrial is about 1.07 times more volatile than Vy Invesco Growth based on recent return behavior. The lower-risk profile may improve diversification efficiency, but it still needs to be judged against return quality and market sensitivity.You can use Vy Invesco Growth to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a moderate upward volatility. Check odds of VY(R) INVESCO to be traded at $22.25 in 90 days.Poor diversification
The correlation between IVGIX and DJI is 0.78, which Macroaxis classifies as Poor diversification for the selected horizon. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
VY(R) INVESCO Additional Risk Indicators
Looking at additional risk metrics for Vy Invesco Growth helps investors judge how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0282 | |||
| Market Risk Adjusted Performance | 0.0299 | |||
| Mean Deviation | 0.5649 | |||
| Semi Deviation | 0.7799 | |||
| Downside Deviation | 0.8392 | |||
| Coefficient Of Variation | 2764.71 | |||
| Standard Deviation | 0.7497 |
VY(R) INVESCO Suggested Diversification Pairs
Using VY(R) INVESCO in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against VY(R) INVESCO as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. VY(R) INVESCO's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, VY(R) INVESCO's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Vy Invesco Growth.