|F00000MWSJ -- Ireland Fund|| |
EUR 238.36 2.01 0.85%
The fund secures Beta (Market Risk) of -0.1779 which conveys that as returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market.. Although it is extremely important to respect Mercer Low Volatility price patterns
, it is better to be realistic regarding the information on equity historical price patterns
. The philosophy towards estimating 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 analyzing Mercer Low Volatility technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Mercer Low Volatility Relative Risk vs. Return Landscape
If you would invest 23,836
in Mercer Low Volatility Equity M 3 on July 19, 2018
and sell it today you would earn a total of 0.00
from holding Mercer Low Volatility Equity M 3 or generate 0.0%
return on investment over 30
days. Mercer Low Volatility Equity M 3 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 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.
Daily Expected Return (%)
Mercer Low Current Valuation
August 18, 2018
Mercer Low Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Mercer Low is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Mercer Low
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days Mercer Low Volatility Equity M 3 has generated negative risk-adjusted returns adding no value to fund investors.
|The fund retains about 10.4% of its assets under management (AUM) in cash|