|Time Horizon||30 Days Login to change|
Lyxor Tiedemann Arbi Relative Risk vs. Return LandscapeIf you would invest 10,666 in Lyxor Tiedemann Arbitrage Strat A EUR on June 20, 2018 and sell it today you would lose (56.00) from holding Lyxor Tiedemann Arbitrage Strat A EUR or give up 0.53% of portfolio value over 30 days. Lyxor Tiedemann Arbitrage Strat A EUR is generating negative expected returns and assumes 0.2625% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Lyxor Tiedemann Arbitrage Strat A EUR and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Lyxor Tiedemann Current Valuation
Lyxor Tiedemann Market Risk Analysis
Sharpe Ratio = -0.5