The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Mercer Passive are completely uncorrelated. Although it is extremely important to respect Mercer Passive Global 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 Passive Global 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 Passive Global Equity Z 1 has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly stable primary indicators, Mercer Passive is not utilizing all of its potentials. The current stock price fuss, may contribute to near short-term losses for the directors.
Mercer Passive Global Relative Risk vs. Return Landscape
If you would invest (100.00)
in Mercer Passive Global Equity Z 1 on April 22, 2019
and sell it today you would earn a total of 100.00
from holding Mercer Passive Global Equity Z 1 or generate -100.0%
return on investment over 30
days. Mercer Passive Global Equity Z 1 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 Passive and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Mercer Passive Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Mercer Passive 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 Passive
by adding it to a well-diversified