Russell Multi (Ireland) Alpha and Beta Analysis Overview

F000000F5X -- Ireland Fund  

USD 117.74  0.08  0.07%

This module allows you to check different measures of market premium for Russell Multi Asset Defensive A Acc as well as systematic risk associated with investing in Russell Multi over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell Multi Market Premiums

α0.02β0.09
30 days against DJI
Risk Adjusted Performance  

0.007939

Jensen Alpha  

0.007665

Total Risk Alpha  

0.028093

Sortino Ratio  

1.57

Treynor Ratio  

0.1

Russell Multi Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell Multi to competition

Russell Multi Fundamental Vs Peers

FundamentalsRussell MultiPeer Average
Net Asset103.08 M1.37 B
Cash Position Weight31.44 % 14.48 %
Equity Positions Weight16.98 % 40.68 %
Bond Positions Weight40.35 % 14.72 %

Russell Multi Opportunities

Russell Multi Return and Market Media

The median price of Russell Multi for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 117.83 with a coefficient of variation of 48.25. The daily time series for the period is distributed with a sample standard deviation of 46.52, arithmetic mean of 96.41, and mean deviation of 35.06. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000000F5X

Russell Multi Asset Investor Sentiment

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