Portfolio characteristics

Axiom MSCI ACWI
Holdings 50 2,977
Weighted Average Market Capitalization ($B) $397.2 $298.7
Liquidity ($M/Day) $3,021 $1,845
Net Debt/Equity Ratio (%) 30.4 57.8
Price Earnings Ratio 36.5 20.1
Earnings Growth Rate (%) 19.3 22.8
PEG Ratio (PE/Growth Rate) 1.9 0.9
Earnings Revisions Up 70% 61%
Earnings Revisions Down 30% 39%

Risk/return analysis

Axiom MSCI ACWI
Cumulative Return (%) 427.4 266.8
Cumulative Excess Return (%) 160.6 -
Annualized Return (%) 10.4 8.1
Annualized Excess Return (%) 2.4 -
Batting Average (% Quarterly) 64.2 -
     
Annualized Standard Deviation (%) 16.8 15.6
Upside Capture Ratio (% Quarterly) 151.8 -
Downside Capture Ratio (% Quarterly) 100.9 -
Tracking Error (%) 5.1 -
     
Information Ratio 0.5 -
Annualized Sharpe Ratio 0.5 0.4
Annualized Sortino Ratio 0.8 0.6
As of 03/31/21 since the strategy's inception.
Source: FactSet Portfolio and index characteristics are as of the date indicated, and may materially differ in the future. Please see Investment Disclosures for important information regarding Axiom products and strategies.