Portfolio characteristics

Axiom Russell 2000 Growth
Holdings 54 1,147
Weighted Average Market Capitalization ($B) $5.4 $4.2
Liquidity ($M/Day) $54 $85
Net Debt/Equity Ratio (%) 28.7 24.7
Price Earnings Ratio 30.7 27.1
Earnings Growth Rate (%) 29.3 27.5
PEG Ratio (PE/Growth Rate) 1.0 1.0
Earnings Revisions Up 55% 52%
Earnings Revisions Down 45% 48%

Risk/return analysis

Axiom Russell 2000 Growth
Cumulative Return (%) 584.3 364.6
Cumulative Excess Return (%) 219.7 -
Annualized Return (%) 14.1 11.1
Annualized Excess Return (%) 3.0 -
Batting Average (% Quarterly) 55.2 -
     
Annualized Standard Deviation (%) 17.3 20.6
Upside Capture Ratio (% Quarterly) 94.2 -
Downside Capture Ratio (% Quarterly) 90.3 -
Tracking Error (%) 7.6 -
     
Information Ratio 0.4 -
Annualized Sharpe Ratio 0.8 0.5
Annualized Sortino Ratio 1.2 0.7
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.