Invesco Quantitative Risk Adjusted Performance

LVLC Etf   6.48  0.02  0.31%   
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Invesco Quantitative Strats has current Risk Adjusted Performance of 0.1029.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1029
ER[a] = Expected return on investing in Invesco Quantitative
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco Quantitative Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco Quantitative Strats is rated second overall ETF in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about  35.56  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco Quantitative Strats is roughly  35.56 
Compare Invesco Quantitative to Peers

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