|Time Horizon||30 Days Login to change|
PowerShares Multi-Factor Relative Risk vs. Return LandscapeIf 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.
PowerShares Multi-Factor Market Risk Analysis
Sharpe Ratio = -0.3363