Invesco SP Risk Adjusted Performance

XSHQ Etf  USD 45.64  0.27  0.60%   
Invesco SP risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Invesco SP SmallCap 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 SP SmallCap has current Risk Adjusted Performance of 0.1257.

RAP

 = 

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

RFR

 = 
0.1257
ER[a] = Expected return on investing in Invesco SP
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Invesco SP Risk Adjusted Performance Peers Comparison

0.10010.12570.0570.10130.118226%-55%78%17%100%

Invesco Risk Adjusted Performance Relative To Other Indicators

Invesco SP SmallCap is rated first in risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  64.79  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco SP SmallCap is roughly  64.79 
JavaScript chart by amCharts 3.21.15SPMOXSMOXMHQXSHDXRLVXSHQ 02468 -0.0500.050.100.15
Compare Invesco SP to Peers

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