|Horizon||30 Days Login to change|
Mercer Passive Market Sensitivity
Mercer Passive Global Technical Analysis
Mercer Passive Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Passive Global Equity Z 1 has beta of -0.0771 suggesting as returns on benchmark increase, returns on holding Mercer Passive are expected to decrease at a much smaller rate. During bear market, however, Mercer Passive Global Equity Z 1 is likely to outperform the market. Moreover, Mercer Passive Global Equity Z 1 has an alpha of 0.5387 implying that it can potentially generate 0.5387% excess return over DOW after adjusting for the inherited market risk (beta).
Mercer Passive Return VolatilityMercer Passive Global Equity Z 1 accepts 3.7325% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% risk (volatility on return distribution) over the 30 days horizon.