|Horizon||30 Days Login to change|
WBI TACTICAL SMY Relative Risk vs. Return LandscapeIf you would invest 1,962 in WBI TACTICAL SMY on September 21, 2018 and sell it today you would lose (118.40) from holding WBI TACTICAL SMY or give up 6.04% of portfolio value over 30 days. WBI TACTICAL SMY is generating negative expected returns and assumes 1.6555% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than WBI TACTICAL SMY and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
WBI TACTICAL Market Risk Analysis
Sharpe Ratio = -0.7407
WBI TACTICAL Relative Performance Indicators