|Time Horizon||30 Days Login to change|
Mercer Low Volatility Relative Risk vs. Return LandscapeIf you would invest 1,555,700 in Mercer Low Volatility Equity M 5 Hdg on June 20, 2018 and sell it today you would earn a total of 11,500 from holding Mercer Low Volatility Equity M 5 Hdg or generate 0.74% return on investment over 30 days. Mercer Low Volatility Equity M 5 Hdg is generating 0.2464% of daily returns and assumes 0.4268% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Mercer Low Volatility Equity M 5 Hdg and 96% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Mercer Low Current Valuation
Mercer Low Market Risk Analysis
Sharpe Ratio = 0.5774