|Horizon||30 Days Login to change|
Mercer Passive Global Relative Risk vs. Return LandscapeIf you would invest 1,587,800 in Mercer Passive Global Equity Z 1 on September 19, 2018 and sell it today you would lose (148,800) from holding Mercer Passive Global Equity Z 1 or give up 9.37% of portfolio value over 30 days. Mercer Passive Global Equity Z 1 is generating negative expected returns and assumes 5.4106% volatility on return distribution over the 30 days horizon. Simply put, 49% of equities are less volatile than Mercer Passive Global Equity Z 1 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Mercer Passive Current Valuation
Mercer Passive Market Risk Analysis
Sharpe Ratio = -0.5774
Mercer Passive Relative Performance Indicators