PowerShares Multi-Factor Performance

GMFL -- USA Etf  

USD 28.49  0.0046  0.0161%

The etf holds Beta of 0.2759 which implies as returns on market increase, PowerShares Multi-Factor returns are expected to increase less than the market. However during bear market, the loss on holding PowerShares Multi-Factor will be expected to be smaller as well.. Although it is extremely important to respect PowerShares Multi-Factor current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing PowerShares Multi-Factor technical indicators you can presently evaluate if the expected return of 0.1863% will be sustainable into the future.
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 August 25, 2018 and sell it today you would earn a total of  77.48  from holding PowerShares Multi-Factor Large Cap Portfolio or generate 2.8% return on investment over 30 days. PowerShares Multi-Factor Large Cap Portfolio is currently generating 0.1863% of daily expected returns and assumes 0.7215% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% of equities are less volatile than PowerShares Multi-Factor Large Cap Portfolio and 97% 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 generate 1.73 times more return on investment than the market. However, the company is 1.73 times more volatile than its market benchmark. It trades about 0.26 of its potential returns per unit of risk. The DOW is currently generating roughly 0.32 per unit of risk.

PowerShares Multi-Factor Market Risk Analysis

Sharpe Ratio = 0.2583
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PowerShares Multi-Factor Relative Performance Indicators

Estimated Market Risk
 0.72
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.19
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.26
  actual daily
 
 17 %
of total potential
  
Based on monthly moving average PowerShares Multi-Factor is performing at about 17% 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.

PowerShares Multi-Factor Performance Rating

PowerShares Multi-Factor Large Cap Portfolio Risk Adjusted Performance Analysis

17 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in PowerShares Multi-Factor Large Cap Portfolio are ranked lower than 17 (%) of all global equities and portfolios over the last 30 days.

PowerShares Multi-Factor Alerts

Equity Alerts and Improvement Suggestions

The fund retains 99.94% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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