|Horizon||30 Days Login to change|
AXA Rosenberg Pac Relative Risk vs. Return LandscapeIf you would invest 7,648 in AXA Rosenberg Pac ex Jap Sm Cp Alp B on August 22, 2018 and sell it today you would lose (394.00) from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or give up 5.15% of portfolio value over 30 days. AXA Rosenberg Pac ex Jap Sm Cp Alp B is generating negative expected returns and assumes 2.0545% volatility on return distribution over the 30 days horizon. Simply put, 18% 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 = -0.4183
AXA Rosenberg Relative Performance Indicators