PowerShares Multi-Factor Performance

GMFL -- USA Etf  

USD 27.01  0.00  0.00%

The etf holds Beta of -0.1876 which implies as returns on market increase, returns on owning PowerShares Multi-Factor are expected to decrease at a much smaller rate. During bear market, PowerShares Multi-Factor is likely to outperform the market.. Even though it is essential to pay attention to PowerShares Multi-Factor current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. PowerShares Multi-Factor exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

PowerShares Multi-Factor Relative Risk vs. Return Landscape

If you would invest  2,772  in PowerShares Multi-Factor Large Cap Portfolio on June 15, 2018 and sell it today you would lose (70.62)  from holding PowerShares Multi-Factor Large Cap Portfolio or give up 2.55% of portfolio value over 30 days. PowerShares Multi-Factor Large Cap Portfolio is currently does not generate positive expected returns and assumes 1.0792% risk (volatility on return distribution) over the 30 days horizon. In different words, 9% of equities are less volatile than PowerShares Multi-Factor Large Cap Portfolio and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, PowerShares Multi-Factor Large Cap Portfolio is expected to under-perform the market. In addition to that, the company is 1.65 times more volatile than its market benchmark. It trades about -0.34 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of volatility.

PowerShares Multi-Factor Market Risk Analysis

Sharpe Ratio = -0.3363
Good Returns
Average Returns
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Negative ReturnsGMFL

PowerShares Multi-Factor Relative Performance Indicators

Estimated Market Risk
  actual daily
 91 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
of total potential
Based on monthly moving average PowerShares Multi-Factor is performing at about 0% 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 PowerShares Multi-Factor by adding it to a well-diversified portfolio.

Performance Rating

PowerShares Multi-Factor Large Cap Portfolio Risk Adjusted Performance Analysis

Risk-Adjusted Performance

Over the last 30 days PowerShares Multi-Factor Large Cap Portfolio has generated negative risk-adjusted returns adding no value to investors with long positions.

PowerShares Multi-Factor Alerts

Equity Alerts and Improvement Suggestions
PowerShares Multi-Factor generates negative expected return over the last 30 days
The fund retains 99.94% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.