|Time Horizon||30 Days Login to change|
Mercer Global Small Relative Risk vs. Return LandscapeIf you would invest 13,410 in Mercer Global Small Cap Equity M 8 on July 21, 2018 and sell it today you would lose (6.00) from holding Mercer Global Small Cap Equity M 8 or give up 0.04% of portfolio value over 30 days. Mercer Global Small Cap Equity M 8 is generating negative expected returns and assumes 0.5902% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Mercer Global Small Cap Equity M 8 and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Mercer Global Current Valuation
Mercer Global Market Risk Analysis
Sharpe Ratio = -0.0036