|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 has beta of 0.221 suggesting as returns on market go up, Mercer Passive average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mercer Passive Global Equity M 5 will be expected to be much smaller as well. Moreover, Mercer Passive Global Equity M 5 has an alpha of 0.1593 implying that it can potentially generate 0.1593% excess return over DOW after adjusting for the inherited market risk (beta).
Mercer Passive Return VolatilityMercer Passive Global Equity M 5 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.