|Horizon||30 Days Login to change|
Mercer Low Volatility Relative Risk vs. Return LandscapeIf you would invest 23,695 in Mercer Low Volatility Equity M 3 on September 23, 2018 and sell it today you would lose (113.00) from holding Mercer Low Volatility Equity M 3 or give up 0.48% of portfolio value over 30 days. Mercer Low Volatility Equity M 3 is generating negative expected returns and assumes 0.2753% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Mercer Low Volatility Equity M 3 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Mercer Low Current Valuation
Mercer Low Market Risk Analysis
Sharpe Ratio = -0.5774
Mercer Low Relative Performance Indicators