|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 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.
PowerShares Multi-Factor Market Risk Analysis
Sharpe Ratio = 0.2583
PowerShares Multi-Factor Relative Performance Indicators