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Theme Landscape

Investment horizon:

30 Days Login to change

This theme covers funds or etfs that invest in stocks of large-sized companies with above-average risk and growth rate in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Large Growth

Saving Account

Market

Theme Equities

Hypothetical Portfolio

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Daily Expected Return (%)

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Risk [Daily Volatility] (%)

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Assets rated by market efficiency

		Efficiency (Sharpe Ratio)	Risk (Volatility)	Expected Return	Current Price	Advice *
ABFKX	AllianceBernstein Intl Foc 40 K	0.57%	0.60%	0.35%	9.95	Strong Hold
JFFAX	Janus International Forty A	0.51%	0.48%	0.25%	18.32	Strong Hold
MKLHX	BlackRock Large Cap Growth Retirement K	0.50%	0.53%	0.27%	7.55	Strong Hold
EISIX	Eagle International Stock I	0.48%	0.56%	0.28%	15.46	Strong Hold
MFAPX	Morgan Stanley Inst Intl Advantage P	0.39%	0.37%	0.16%	12.28	Hold
MFAIX	Morgan Stanley Inst Intl Advantage I	0.39%	0.37%	0.16%	12.29	Hold
RPX	Columbia Growth Equity Strategy Fund	0.37%	0.83%	0.32%	35.38	Strong Buy
GMGWX	GMO US Growth III	0.37%	0.52%	0.20%	20.94	Strong Hold

* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density

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Returns

Market

Portfolio

Alpha (Return Over Market)

0.09

Beta (Market Sensitivity)

0.24

Efficiency (Sharpe Ratio)

0.57

Risk (Volatility)

0.23

Expected Return

0.14

Technical analysis of total daily returns

Risk Adjusted Performance	0.3133
Market Risk Adjusted Performance	0.385
Mean Deviation	0.1273
Downside Deviation	0.1386
Coefficient Of Variation	167.9
Standard Deviation	0.1679
Variance	0.0282
Information Ratio	(0.70)
Jensen Alpha	0.0403
Total Risk Alpha	0.0286
Sortino Ratio	(0.84)
Treynor Ratio	0.375
Maximum Drawdown	0.6
Value At Risk	(0.19)
Potential Upside	0.36

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