Axiom | MSCI ACWI | |
Holdings | 24 | 2,981 |
Weighted Average Market Capitalization ($B) | $333.0 | $308.2 |
Liquidity ($M/Day) | $1,759 | $1,845 |
Net Debt/Equity Ratio (%) | -3.8 | 58.3 |
Price Earnings Ratio | 47.1 | 19.5 |
Earnings Growth Rate (%) | 24.2 | 25.2 |
PEG Ratio (PE/Growth Rate) | 1.9 | 0.8 |
Earnings Revisions Up | 87% | 67% |
Earnings Revisions Down | 13% | 33% |
Axiom | MSCI ACWI | |
Cumulative Return (%) | 140.6 | 70.7 |
Cumulative Excess Return (%) | 69.9 | - |
Annualized Return (%) | 15.5 | 9.2 |
Annualized Excess Return (%) | 6.3 | - |
Batting Average (% Quarterly) | 70.8 | - |
Annualized Standard Deviation (%) | 15.7 | 14.7 |
Upside Capture Ratio (% Quarterly) | 143.8 | - |
Downside Capture Ratio (% Quarterly) | 85.6 | - |
Tracking Error (%) | 7.1 | - |
Information Ratio | 0.9 | - |
Annualized Sharpe Ratio | 0.9 | 0.6 |
Annualized Sortino Ratio | 1.5 | 0.9 |