| PDP Etf | | | USD 113.59 0.67 0.59% |
Invesco DWA market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco DWA Momentum or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Invesco DWA Momentum has current Market Risk Adjusted Performance of 0.2225.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2225 | |
| ER[a] | = | Expected return on investing in Invesco DWA |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Invesco DWA Market Risk Adjusted Performance Peers Comparison
Invesco Market Risk Adjusted Performance Relative To Other Indicators
Invesco DWA Momentum is rated number one ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
27.26 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Invesco DWA Momentum is roughly
27.26
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