|Time Horizon||30 Days Login to change|
AXA Rosenberg Pac Relative Risk vs. Return LandscapeIf you would invest 8,087 in AXA Rosenberg Pac ex Jap Sm Cp Alp B on June 18, 2018 and sell it today you would lose (249.00) from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or give up 3.08% of portfolio value over 30 days. AXA Rosenberg Pac ex Jap Sm Cp Alp B is generating negative expected returns and assumes 1.86% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than AXA Rosenberg Pac ex Jap Sm Cp Alp B and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
AXA Rosenberg Current Valuation
AXA Rosenberg Market Risk Analysis
Sharpe Ratio = -0.1314