BlackRock ICS (Ireland) Alpha and Beta Analysis Overview

F00000MI6B -- Ireland Fund  

USD 102.26  0.01  0.0098%

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

BlackRock ICS Market Premiums

α0.013316β0.01
30 days against DJI
Risk Adjusted Performance  

0.4987

Jensen Alpha  

0.0298

Total Risk Alpha  

0.0416

Sortino Ratio  

0.0

Treynor Ratio  

5.40

BlackRock ICS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ICS to competition

BlackRock ICS Fundamental Vs Peers

FundamentalsBlackRock ICSPeer Average
Net Asset4.52 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight100.00 % 14.48 %

BlackRock ICS Opportunities

BlackRock ICS Return and Market Media

The median price of BlackRock ICS for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 101.61 with a coefficient of variation of 65.63. The daily time series for the period is distributed with a sample standard deviation of 47.69, arithmetic mean of 72.66, and mean deviation of 41.52. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MI6B

BlackRock ICS US Investor Sentiment

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