| PFT Etf | | | EUR 32.26 0.25 0.78% |
Invesco FTSE total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Invesco FTSE RAFI 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 FTSE RAFI has current Total Risk Alpha of 0.0728. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0728 | |
| ER[a] | = | Expected return on investing in Invesco FTSE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco FTSE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Invesco FTSE Total Risk Alpha Peers Comparison
Invesco Total Risk Alpha Relative To Other Indicators
Invesco FTSE RAFI is regarded
second largest ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
86.61 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Invesco FTSE RAFI is roughly
86.61 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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