Invesco High Related Correlations
AMHYX Fund | USD 3.45 0.01 0.29% |
Correlations
0.98 | 0.99 | 0.5 | 0.41 | 0.69 | 0.69 | VMICX | ||
0.98 | 1.0 | 0.6 | 0.37 | 0.72 | 0.72 | VMINX | ||
0.99 | 1.0 | 0.59 | 0.36 | 0.72 | 0.72 | VMIIX | ||
0.5 | 0.6 | 0.59 | 0.14 | 0.86 | 0.84 | OARDX | ||
0.41 | 0.37 | 0.36 | 0.14 | 0.47 | 0.48 | OSICX | ||
0.69 | 0.72 | 0.72 | 0.86 | 0.47 | 1.0 | OSMAX | ||
0.69 | 0.72 | 0.72 | 0.84 | 0.48 | 1.0 | OSMCX | ||
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Risk-Adjusted Indicators
There is a big difference between Invesco Mutual Fund performing well and Invesco High 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 High'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 | |||
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 |