Invesco Peak Backtesting

PKRTX -- USA Fund  

USD 10.34  0.02  0.19%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Invesco Peak Retirement 2050 Fu and determine expected loss or profit from investing in Invesco Peak over given investment horizon. Additionally take a look at Invesco Peak Hype Analysis, Invesco Peak Correlation, Portfolio Optimization, Invesco Peak Volatility as well as analyze Invesco Peak Alpha and Beta and Invesco Peak Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Invesco Peak 'What if' Analysis

July 24, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
October 22, 2019
0.00
If you would invest  0.00  in Invesco Peak on July 24, 2019 and sell it all today you would earn a total of 0.00 from holding Invesco Peak Retirement 2050 Fu or generate 0.0% return on investment in Invesco Peak over 90 days. Invesco Peak is related to or competes with Vanguard Institutional, Fidelity Freedom, Fidelity Freedom, American Fds, American Fds, American Funds, and American Funds. The investment seeks total return over time, consistent with its strategic target allocation

Invesco Peak Upside/Downside Indicators

Downside Deviation0.9756
Information Ratio0.0354
Maximum Drawdown3.16
Value At Risk(1.18)
Potential Upside0.9921

Invesco Peak Market Premium Indicators

Risk Adjusted Performance0.0018
Jensen Alpha(0.006254)
Total Risk Alpha0.0117
Sortino Ratio0.0222
Treynor Ratio0.1207

Invesco Peak Retirement Backtested Returns

Macroaxis considers Invesco Peak to be not too volatile. Invesco Peak Retirement holds Efficiency (Sharpe) Ratio of -0.0055 which attests that the entity had -0.0055% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Invesco Peak Retirement exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Invesco Peak Market Risk Adjusted Performance of 0.1307, Risk Adjusted Performance of 0.0018 and Downside Deviation of 0.9756 to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of -0.0424 which attests that as returns on market increase, returns on owning Invesco Peak are expected to decrease at a much smaller rate. During bear market, Invesco Peak is likely to outperform the market. Even though it is essential to pay attention to Invesco Peak Retirement current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Invesco Peak Retirement exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.47 
correlation synergy

Average predictability

Invesco Peak Retirement 2050 Fu has average predictability. Overlapping area represents the amount of predictability between Invesco Peak time series from July 24, 2019 to September 7, 2019 and September 7, 2019 to October 22, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Invesco Peak Retirement price movement. The serial correlation of 0.47 indicates that about 47.0% of current Invesco Peak price fluctuation can be explain by its past prices.
Correlation Coefficient0.47
Spearman Rank Test0.22
Residual Average0.0
Price Variance0.01

Invesco Peak Retirement lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Invesco Peak regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Invesco Peak Lagged Returns

 Regressed Prices 
      Timeline 

Did you try this?

Run Portfolio File Import Now

   

Portfolio File Import

Quickly import all of your third-party portfolios from your local drive in csv format
All  Next Launch Module

Currently Active Assets on Macroaxis

REI-UN   
Purchased over 100 shares of
3 days ago
Traded for 24.76
OTEX   
Purchased over 200 shares of
3 days ago
Traded for 53.38
KXS   
Purchased over 60 shares of
3 days ago
Traded for 78.1
IFC   
Purchased over 40 shares of
3 days ago
Traded for 97.23
GDI   
Purchased over 100 shares of
3 days ago
Traded for 29.6
Additionally take a look at Invesco Peak Hype Analysis, Invesco Peak Correlation, Portfolio Optimization, Invesco Peak Volatility as well as analyze Invesco Peak Alpha and Beta and Invesco Peak Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Search macroaxis.com