BlackRock ICS (Ireland) Alpha and Beta Analysis Overview

F00000MUMY -- Ireland Fund  

GBp 10,540  3.00  0.0285%

This module allows you to check different measures of market premium for BlackRock ICS Sterling Liq Admin II 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

α0.0091β0.0025
30 days against DJI
Risk Adjusted Performance  

1.36

Jensen Alpha  

0.008486

Total Risk Alpha  

0.010148

Sortino Ratio  

0.0

Treynor Ratio  

2.66

BlackRock ICS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ICS to competition

BlackRock ICS Fundamental Vs Peers

FundamentalsBlackRock ICSPeer Average
Net Asset20.9 B1.37 B
Minimum Initial Investment250 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 Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 10535.0 with a coefficient of variation of 69.01. The daily time series for the period is distributed with a sample standard deviation of 5089.1, arithmetic mean of 7374.8, and mean deviation of 4424.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MUMY

BlackRock ICS Sterling Investor Sentiment

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