The fund secures Beta (Market Risk) of 0.0179 which conveys that as returns on market increase, Mercer Low returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Low will be expected to be smaller as well.. Although it is extremely important to respect Mercer Low Volatility price patterns
, it is better to be realistic regarding the information on equity historical price patterns
. The philosophy towards estimating future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By analyzing Mercer Low Volatility technical indicators
you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Mercer Low Volatility Relative Risk vs. Return Landscape
If you would invest 1,579,300
in Mercer Low Volatility Equity M 5 Hdg on November 13, 2018
and sell it today you would earn a total of 0.00
from holding Mercer Low Volatility Equity M 5 Hdg or generate 0.0%
return on investment over 30
days. Mercer Low Volatility Equity M 5 Hdg is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Mercer Low Volatility Equity M 5 Hdg and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Mercer Low Current Valuation
December 13, 2018
Mercer Low Market Risk Analysis
Sharpe Ratio = 0.0
Based on monthly moving average Mercer Low is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Mercer Low
by adding it to a well-diversified
Risk-Adjusted Fund Performance
Over the last 30 days Mercer Low Volatility Equity M 5 Hdg has generated negative risk-adjusted returns adding no value to fund investors.
|Mercer Low is not yet fully synchronised with the market data|
|Mercer Low has some characteristics of a very speculative penny stock|
|The fund retains about 10.4% of its assets under management (AUM) in cash|