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Invesco Ltd
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30.780USD
-0.730-2.32%
Close 09-15 16:00（ET）
13.58BMarket Cap
LossP/E TTM
Risk Assessment
Currency: USD Updated: 2026-09-15Beta vs S&P 500 index
1.58
VaR
+3.37%
240-Day Maximum Drawdown
+22.66%
240-Day Volatility
+39.31%
Return
Best Daily Return
60 days
+5.85%
120 days
+6.32%
5 years
+17.85%
Worst Daily Return
60 days
-6.12%
120 days
-6.12%
5 years
-11.85%
Sharpe Ratio
60 days
+0.94
120 days
+1.70
5 years
+0.46
Risk Assessment
Maximum Drawdown
240 days
+22.66%
3 years
+37.23%
5 years
+51.23%
Return-to-Drawdown Ratio
240 days
+1.63
3 years
+1.32
5 years
+0.16
Skewness
240 days
-0.18
3 years
+0.25
5 years
+0.46
Volatility
Realised Volatility
240 days
+39.31%
5 years
+37.00%
Standardised True Range
240 days
+2.83%
5 years
+1.93%
Downside Risk-Adjusted Return
120 days
+280.90%
240 days
+280.90%
Maximum Daily Upside Volatility
60 days
+24.88%
Maximum Daily Downside Volatility
60 days
+26.74%
Liquidity
Average Turnover Rate
60 days
+1.06%
120 days
+1.14%
5 years
--
Turnover Deviation
20 days
-32.21%
60 days
-7.69%
120 days
-0.34%