Invesco Shrt-Trm Inv Gov&Agcy Pers Inv (FOUSA06AS0)

1.00 0.00 (0.00%) USD  |  Dec 12 2024
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FOUSA06AS0 Alpha (vs YCharts Benchmark) (5Y)

Alpha (vs YCharts Benchmark) (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (5Y) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (5Y) Benchmarks

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Invesco Premier US Government Money Inv Upgrade
Invesco Government Money Market Investor Upgrade
Morgan Stanley Instl Lqudty Govt Inv Upgrade
Western Asset Instl Gov Rsrvs Inv Upgrade
Rydex US Government Money Mkt MMkt Upgrade

Alpha (vs YCharts Benchmark) (5Y) Related Metrics

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Beta (5Y) Upgrade
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Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade