|Horizon||30 Days Login to change|
TA Real Estate Relative Risk vs. Return LandscapeIf you would invest 54,167 in TA Real Estate 15 on November 13, 2018 and sell it today you would lose (1,206) from holding TA Real Estate 15 or give up 2.23% of portfolio value over 30 days. TA Real Estate 15 is generating negative expected returns and assumes 1.5743% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than TA Real Estate 15 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
TA Real Market Risk Analysis
Sharpe Ratio = -0.7071
TA Real Relative Performance Indicators