MetLife Balanced (Ireland) Alpha and Beta Analysis Overview

F0000044TI -- Ireland Fund  

GBp 229.00  0.00  0.00%

This module allows you to check different measures of market premium for MetLife Balanced Mgd Port Intl as well as systematic risk associated with investing in MetLife Balanced over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

MetLife Balanced Market Premiums

α0.66β0.72
30 days against DJI
Risk Adjusted Performance  

0.1069

Jensen Alpha  

448.93

Total Risk Alpha  

331.65

Sortino Ratio  

170.62

Treynor Ratio  

4.89

MetLife Balanced Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare MetLife Balanced to competition

MetLife Balanced Fundamental Vs Peers

FundamentalsMetLife BalancedPeer Average
Net Asset229.27 K1.37 B
Cash Position Weight18.34 % 14.48 %
Equity Positions Weight65.12 % 40.68 %
Bond Positions Weight9.25 % 14.72 %

MetLife Balanced Opportunities

MetLife Balanced Return and Market Media

The median price of MetLife Balanced for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 216.0 with a coefficient of variation of 93.18. The daily time series for the period is distributed with a sample standard deviation of 115.18, arithmetic mean of 123.61, and mean deviation of 111.97. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0000044TI

MetLife Balanced Mgd Investor Sentiment

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