FC Real (Ireland) Alpha and Beta Analysis Overview

F00000P8GU -- Ireland Fund  

EUR 11.93  0.00  0.00%

This module allows you to check different measures of market premium for FC Real Estate Equity LS B EUR Acc as well as systematic risk associated with investing in FC Real over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

FC Real Market Premiums

α0.06β0.0143
30 days against DJI
Risk Adjusted Performance  

0.2342

Jensen Alpha  

0.0983

Total Risk Alpha  

0.1822

Sortino Ratio  

0.0

Treynor Ratio  

1.45

FC Real Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare FC Real to competition

FC Real Fundamental Vs Peers

FundamentalsFC RealPeer Average
Minimum Initial Investment5 M8.09 M
Cash Position Weight78.55 % 14.48 %
Equity Positions Weight18.95 % 40.68 %

FC Real Opportunities

FC Real Return and Market Media

The median price of FC Real for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 11.8 with a coefficient of variation of 69.01. The daily time series for the period is distributed with a sample standard deviation of 5.71, arithmetic mean of 8.28, and mean deviation of 4.97. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000P8GU

FC Real Estate Investor Sentiment

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