The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Invesco Japanese are completely uncorrelated. Although it is extremely important to respect Invesco Japanese Equity
current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By evaluating Invesco Japanese Equity technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Risk-Adjusted Fund Performance
Over the last 30 days Invesco Japanese Equity Core C EUR Hdg has generated negative risk-adjusted returns adding no value to fund investors. Allthough quite persistent forward indicators, Invesco Japanese is not utilizing all of its potentials. The prevalent stock price mess, may contribute to short standing losses for the partners.
Invesco Japanese Equity Relative Risk vs. Return Landscape
If you would invest (100.00)
in Invesco Japanese Equity Core C EUR Hdg on May 20, 2019
and sell it today you would earn a total of 100.00
from holding Invesco Japanese Equity Core C EUR Hdg or generate -100.0%
return on investment over 30
days. Invesco Japanese Equity Core C EUR Hdg is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Invesco Japanese and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Invesco Japanese Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Invesco Japanese is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Invesco Japanese
by adding it to a well-diversified