Invesco Balanced Related Correlations

Generate correlation matrix for Invesco Balanced and other related equities to check the degree to which Invesco Balanced Risk Modity price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Invesco Balanced Risk Modity. To filter out specific equities, please toggle its corresponding legend item. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in manufacturing.

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Please note, there is a significant difference between Invesco Balanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Invesco Balanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Balanced's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Correlations

	GABEX	RGELX	FSELX	CGEOX	AUUIX	MFIRX	PAEIX	GMADX
GABEX		0.88	0.82	0.86	0.91	0.89	0.91	0.94	GABEX
RGELX	0.88		0.95	0.94	0.98	0.76	0.92	0.95	RGELX
FSELX	0.82	0.95		0.95	0.96	0.76	0.91	0.93	FSELX
CGEOX	0.86	0.94	0.95		0.96	0.8	0.9	0.95	CGEOX
AUUIX	0.91	0.98	0.96	0.96		0.78	0.93	0.97	AUUIX
MFIRX	0.89	0.76	0.76	0.8	0.78		0.89	0.86	MFIRX
PAEIX	0.91	0.92	0.91	0.9	0.93	0.89		0.97	PAEIX
GMADX	0.94	0.95	0.93	0.95	0.97	0.86	0.97		GMADX
	GABEX	RGELX	FSELX	CGEOX	AUUIX	MFIRX	PAEIX	GMADX

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Risk-Adjusted Indicators

There is a big difference between Invesco Mutual Fund performing well and Invesco Balanced 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 Balanced'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
GABEX	0.50	(0.03)	(0.05)	0.01	0.70	(0.49)	0.97	(1.21)	3.11
RGELX	0.56	0.03	0.03	0.08	0.71	(0.66)	1.26	(1.31)	5.04
FSELX	1.59	0.21	0.14	0.18	1.55	(1.84)	3.49	(2.69)	11.46
CGEOX	0.78	0.20	0.18	2.22	0.61	(0.97)	1.75	(1.36)	5.18
AUUIX	0.54	0.05	0.07	0.10	0.49	(0.61)	1.19	(1.16)	3.33
MFIRX	0.17	(0.01)	(0.19)	(0.05)	0.18	(0.27)	0.39	(0.39)	0.97
PAEIX	0.53	(0.04)	(0.05)	0.00	0.69	(0.54)	1.09	(1.23)	2.89
GMADX	0.48	(0.01)	(0.01)	0.04	0.60	(0.47)	0.95	(1.07)	2.67

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Invesco Balanced Related Correlations

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