|Horizon||30 Days Login to change|
AXA Rosenberg Pac Relative Risk vs. Return LandscapeIf you would invest 6,841 in AXA Rosenberg Pac ex Jap Sm Cp Alp B on October 20, 2018 and sell it today you would earn a total of 99.00 from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or generate 1.45% return on investment over 30 days. AXA Rosenberg Pac ex Jap Sm Cp Alp B is generating 0.7236% of daily returns and assumes 1.0233% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than AXA Rosenberg Pac ex Jap Sm Cp Alp B and 87% 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 = 0.7071
AXA Rosenberg Relative Performance Indicators