Invesco Quantitative (Germany) Performance
| LVLC Etf | 6.48 0.02 0.31% |
The etf retains a Market Volatility (i.e., Beta) of 0.0837, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Invesco Quantitative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Invesco Quantitative is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco Quantitative Strats are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, Invesco Quantitative is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Invesco |
Invesco Quantitative Relative Risk vs. Return Landscape
If you would invest 614.00 in Invesco Quantitative Strats on September 28, 2024 and sell it today you would earn a total of 34.00 from holding Invesco Quantitative Strats or generate 5.54% return on investment over 90 days. Invesco Quantitative Strats is generating 0.0889% of daily returns and assumes 0.6253% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco Quantitative Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco Quantitative's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco Quantitative Strats, and traders can use it to determine the average amount a Invesco Quantitative's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1421
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | LVLC | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Invesco Quantitative is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Quantitative by adding it to a well-diversified portfolio.