Invesco FTSE (Switzerland) Performance
| FWRA Etf | 6.59 0.04 0.60% |
The etf retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco FTSE are expected to decrease at a much lower rate. During the bear market, Invesco FTSE is likely to outperform the market.
Risk-Adjusted Performance
Mild
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Invesco FTSE All World are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable basic indicators, Invesco FTSE is not utilizing all of its potentials. The newest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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Invesco FTSE Relative Risk vs. Return Landscape
If you would invest 638.00 in Invesco FTSE All World on September 15, 2025 and sell it today you would earn a total of 21.00 from holding Invesco FTSE All World or generate 3.29% return on investment over 90 days. Invesco FTSE All World is generating 0.0519% of daily returns and assumes 0.7509% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Invesco FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco FTSE All World, and traders can use it to determine the average amount a Invesco FTSE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0691
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Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Invesco FTSE is performing at about 5% 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 FTSE by adding it to a well-diversified portfolio.