Invesco Peak Related Correlations
PKREXDelisted Fund | USD 10.46 0.00 0.00% |
Correlations
0.97 | 0.56 | 0.85 | 0.74 | 0.77 | 0.93 | PRINX | ||
0.97 | 0.56 | 0.79 | 0.71 | 0.8 | 0.93 | TIMTX | ||
0.56 | 0.56 | 0.6 | 0.56 | 0.55 | 0.47 | TTRBX | ||
0.85 | 0.79 | 0.6 | 0.88 | 0.62 | 0.85 | PRFHX | ||
0.74 | 0.71 | 0.56 | 0.88 | 0.42 | 0.81 | ARTFX | ||
0.77 | 0.8 | 0.55 | 0.62 | 0.42 | 0.74 | AFB | ||
0.93 | 0.93 | 0.47 | 0.85 | 0.81 | 0.74 | MDMTX | ||
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Risk-Adjusted Indicators
There is a big difference between Invesco Mutual Fund performing well and Invesco Peak 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 Peak'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
PRINX | 0.16 | (0.02) | 0.00 | 0.44 | 0.00 | 0.36 | 1.25 | |||
TIMTX | 0.14 | (0.02) | 0.00 | 1.23 | 0.00 | 0.28 | 1.31 | |||
TTRBX | 0.19 | (0.03) | 0.00 | (0.15) | 0.00 | 0.31 | 1.43 | |||
PRFHX | 0.18 | (0.01) | (0.16) | (0.02) | 0.22 | 0.46 | 1.39 | |||
ARTFX | 0.16 | (0.01) | (0.19) | (0.26) | 0.20 | 0.23 | 1.23 | |||
AFB | 0.44 | (0.06) | 0.00 | (0.16) | 0.00 | 1.05 | 2.52 | |||
MDMTX | 0.14 | (0.01) | 0.00 | 1.67 | 0.00 | 0.29 | 1.43 |