Invesco Japanese (Ireland) Manager Performance Evaluation

The fund retains Market Volatility (i.e. Beta) of 0.553 which attests that as returns on market increase, Invesco Japanese returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Japanese will be expected to be smaller as well. 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.
Horizon     30 Days    Login   to change

Invesco Japanese Equity Relative Risk vs. Return Landscape

If you would invest  16,618  in Invesco Japanese Equity Core Z EUR Acc on February 20, 2019 and sell it today you would earn a total of  0.00  from holding Invesco Japanese Equity Core Z EUR Acc or generate 0.0% return on investment over 30 days. Invesco Japanese Equity Core Z EUR Acc 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 (%) 
      Risk (%) 

Invesco Japanese Market Risk Analysis

Sharpe Ratio = 0.0
Good Returns
Average Returns
Small Returns
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 portfolio.

Invesco Japanese Performance Rating

Invesco Japanese Equity Core Z EUR Acc Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Over the last 30 days Invesco Japanese Equity Core Z EUR Acc has generated negative risk-adjusted returns adding no value to fund investors.

Invesco Japanese Alerts

Equity Alerts and Improvement Suggestions

Invesco Japanese is not yet fully synchronised with the market data
Invesco Japanese has some characteristics of a very speculative penny stock
The fund retains about 5.36% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.