The fund secures Beta (Market Risk) of 0.221 which conveys that as returns on market increase, Mercer Passive returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Passive will be expected to be smaller as well.. 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.
Mercer Passive Global Relative Risk vs. Return Landscape
If you would invest 12,525
in Mercer Passive Global Equity M 5 on October 22, 2018
and sell it today you would earn a total of 0.00
from holding Mercer Passive Global Equity M 5 or generate 0.0%
return on investment over 30
days. Mercer Passive Global Equity M 5 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 Global Equity M 5 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 Current Valuation
November 21, 2018
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
Risk-Adjusted Fund Performance
Over the last 30 days Mercer Passive Global Equity M 5 has generated negative risk-adjusted returns adding no value to fund investors.
|Mercer Passive is not yet fully synchronised with the market data|
|Mercer Passive has some characteristics of a very speculative penny stock|
|Annual Report Expense Ratio||0.00%|
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