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
Run Premiums

Russell Multi Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 (%)  

Current Sentiment - F000000F5X

Russell Multi Asset Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Russell Multi Asset Defensive A Acc. What is your perspective on investing in Russell Multi Asset Defensive A Acc? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.