Invesco Balanced-risk Risk Adjusted Performance
BRCYX Fund | USD 7.02 0.04 0.57% |
Invesco |
| = | 0.1368 |
ER[a] | = | Expected return on investing in Invesco Balanced-risk |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Invesco Balanced-risk Risk Adjusted Performance Peers Comparison
Invesco Risk Adjusted Performance Relative To Other Indicators
Invesco Balanced Risk Modity is the top fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 14.47 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Invesco Balanced Risk Modity is roughly 14.47
Risk Adjusted Performance |
Compare Invesco Balanced-risk to Peers |
Thematic Opportunities
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Invesco Balanced-risk Technical Signals
All Invesco Balanced-risk Technical Indicators
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Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1368 | |||
Market Risk Adjusted Performance | 20.52 | |||
Mean Deviation | 0.4501 | |||
Semi Deviation | 0.3339 | |||
Downside Deviation | 0.5576 | |||
Coefficient Of Variation | 445.9 | |||
Standard Deviation | 0.5477 | |||
Variance | 0.3 | |||
Information Ratio | 0.0613 | |||
Jensen Alpha | 0.1124 | |||
Total Risk Alpha | 0.0423 | |||
Sortino Ratio | 0.0602 | |||
Treynor Ratio | 20.51 | |||
Maximum Drawdown | 1.98 | |||
Value At Risk | (0.90) | |||
Potential Upside | 0.9077 | |||
Downside Variance | 0.311 | |||
Semi Variance | 0.1115 | |||
Expected Short fall | (0.55) | |||
Skewness | (0.18) | |||
Kurtosis | (0.35) |