The organization owns Beta (Systematic Risk) of -0.735 which signifies that as returns on market increase, returns on owning CR MAR are expected to decrease at a much smaller rate. During bear market, CR MAR is likely to outperform the market. Although it is extremely important to respect CR MAR II existing price patterns, it is better to be realistic regarding the information on equity price patterns. The way in which we are foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating CR MAR II technical indicators you can at this moment evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
CR MAR II Relative Risk vs. Return LandscapeIf you would invest 19,475 in CR MAR II EUR A on December 19, 2018 and sell it today you would earn a total of 0.00 from holding CR MAR II EUR A or generate 0.0% return on investment over 30 days. CR MAR II EUR A is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than CR MAR and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
CR MAR Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days CR MAR II EUR A has generated negative risk-adjusted returns adding no value to fund investors.