Invesco FTSE Risk Adjusted Performance

PSRW Etf  EUR 26.87  0.20  0.75%   
Invesco FTSE risk-adjusted-performance 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 Equity Screeners to view more equity screening tools
  
Invesco FTSE RAFI has current Risk Adjusted Performance of 0.0694.

RAP

 = 

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

RFR

 = 
0.0694
ER[a] = Expected return on investing in Invesco FTSE
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco FTSE Risk Adjusted Performance Peers Comparison

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco FTSE RAFI is rated below average in risk adjusted performance as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about  67.22  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco FTSE RAFI is roughly  67.22 
Compare Invesco FTSE to Peers

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