Portfolio characteristics

Axiom MSCI ACWI ex USA
Holdings 47 2,356
Weighted Average Market Capitalization ($B) $173.9 $102.3
Liquidity ($M/Day) $699 $468
Net Debt/Equity Ratio (%) -3.5 40.8
Price Earnings Ratio 28.0 16.7
Earnings Growth Rate (%) 33.52 25.3
PEG Ratio (PE/Growth Rate) 0.8 0.7
Earnings Revisions Up 72% 59%
Earnings Revisions Down 28% 41%

Risk/return analysis

Axiom MSCI ACWI ex USA
Cumulative Return (%) 2172.0 277.3
Cumulative Excess Return (%) 1894.7 -
Annualized Return (%) 13.4 5.5
Annualized Excess Return (%) 7.9 -
Batting Average (% Quarterly) 59.6 -
     
Annualized Standard Deviation (%) 19.8 16.9
Upside Capture Ratio (% Quarterly) 376.3 -
Downside Capture Ratio (% Quarterly) 96.7 -
Tracking Error (%) 10.2 -
     
Information Ratio 0.8 -
Annualized Sharpe Ratio 0.6 0.2
Annualized Sortino Ratio 0.9 0.3
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.