Invesco Stock Related Correlations
ACSDX Fund | USD 28.50 0.05 0.18% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Invesco Mutual Fund performing well and Invesco Stock Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Invesco Stock's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
VMICX | 0.16 | (0.02) | 0.00 | 0.99 | 0.00 | 0.34 | 1.26 | |||
VMINX | 0.17 | (0.02) | 0.00 | 0.87 | 0.00 | 0.34 | 1.51 | |||
VMIIX | 0.16 | (0.02) | 0.00 | 0.97 | 0.00 | 0.34 | 1.51 | |||
OARDX | 0.50 | 0.01 | 0.01 | 0.07 | 0.48 | 1.04 | 3.28 | |||
AMHYX | 0.14 | (0.02) | (0.19) | (0.10) | 0.18 | 0.29 | 1.16 | |||
OSICX | 0.30 | (0.07) | 0.00 | (0.20) | 0.00 | 0.33 | 2.91 | |||
OSMAX | 0.61 | (0.09) | 0.00 | (0.02) | 0.00 | 1.29 | 3.91 | |||
OSMCX | 0.61 | (0.09) | 0.00 | (0.03) | 0.00 | 1.29 | 3.96 | |||
HYIFX | 0.13 | (0.01) | (0.17) | (0.15) | 0.15 | 0.29 | 1.16 | |||
HYINX | 0.13 | (0.01) | (0.17) | (0.12) | 0.15 | 0.29 | 1.16 |