The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Mercer Low are completely uncorrelated. 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.
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. Even with considerably steady technical indicators, Mercer Low is not utilizing all of its potentials. The current stock price chaos, may contribute to medium term losses for the stakeholders.
Mercer Low Volatility Relative Risk vs. Return Landscape
If you would invest (100.00)
in Mercer Low Volatility Equity M 3 on June 18, 2019
and sell it today you would earn a total of 100.00
from holding Mercer Low Volatility Equity M 3 or generate -100.0%
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 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 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