Invesco BulletShares Risk Adjusted Performance
BSMS Etf | USD 23.47 0.03 0.13% |
Invesco |
| = | 0.0095 |
ER[a] | = | Expected return on investing in Invesco BulletShares |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Invesco BulletShares Risk Adjusted Performance Peers Comparison
Invesco Risk Adjusted Performance Relative To Other Indicators
Invesco BulletShares 2028 is fourth largest ETF in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 81.26 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco BulletShares 2028 is roughly 81.26
Risk Adjusted Performance |
Compare Invesco BulletShares to Peers |
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Invesco BulletShares Technical Signals
All Invesco BulletShares Technical Indicators
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Statistic Functions | ||
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Risk Adjusted Performance | 0.0095 | |||
Market Risk Adjusted Performance | 0.0075 | |||
Mean Deviation | 0.1256 | |||
Semi Deviation | 0.1202 | |||
Downside Deviation | 0.1871 | |||
Coefficient Of Variation | 1791.83 | |||
Standard Deviation | 0.1768 | |||
Variance | 0.0313 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | (0.0004) | |||
Total Risk Alpha | (0) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | (0) | |||
Maximum Drawdown | 0.772 | |||
Value At Risk | (0.30) | |||
Potential Upside | 0.2989 | |||
Downside Variance | 0.035 | |||
Semi Variance | 0.0145 | |||
Expected Short fall | (0.16) | |||
Skewness | 0.1483 | |||
Kurtosis | 1.9 |