| PSRW Etf | | | EUR 26.87 0.20 0.75% |
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 0.0214. 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] |
| = | 0.0214 | |
| 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 rated
below average in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
217.99 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Invesco FTSE RAFI is roughly
217.99 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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