|Horizon||30 Days Login to change|
Next Generation MS Relative Risk vs. Return LandscapeIf you would invest 1,087,500 in Next Generation MS Glb Defensv A GBP on September 18, 2018 and sell it today you would lose (5,400) from holding Next Generation MS Glb Defensv A GBP or give up 0.5% of portfolio value over 30 days. Next Generation MS Glb Defensv A GBP is generating negative expected returns and assumes 0.5216% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Next Generation MS Glb Defensv A GBP and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Next Generation Market Risk Analysis
Sharpe Ratio = -0.2365
Next Generation Relative Performance Indicators