|GMFL -- USA Etf|| |
USD 27.01 0.00 0.00%
Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding PowerShares Multi-Factor Large Cap Portfolio is 'Not Rated'
. Macroaxis provides PowerShares Multi-Factor buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding GMFL positions. The advice algorithm takes into account all of PowerShares Multi-Factor available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from GMFL buy-and-hold prospective. Please also check Risk vs Return Analysis
For the selected time horizon PowerShares Multi-Factor Large Cap Portfolio has a risk adjusted performance of 0.01308
, jensen alpha of 0.034586
, total risk alpha of 0.32
, sortino ratio of 0.0 and treynor ratio of 0.2956
Macroaxis recommendation module can be used to complement current analysts and expert consensus
on PowerShares Multi-Factor. Our advice engine exercises analyzes the etf potential to grow using all fundamental data market data available at the time. Please check PowerShares Multi-Factor Total Asset
to decide if your PowerShares Multi-Factor buy or sell deciscion is justified.
Returns Distribution Density
|Mean Return||0.05||Value At Risk||2.09|
|Potential Upside||2.81||Standard Deviation||1.30|
PowerShares Multi-Factor Market Momentum