BlackRock ISF (Ireland) Alpha and Beta Analysis Overview

F00000Q2RK -- Ireland Fund  

EUR 12.46  0.12  0.95%

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

BlackRock ISF Market Premiums

α0.52β0.25
30 days against DJI
Risk Adjusted Performance  

0.0847

Jensen Alpha  

0.107

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.23

BlackRock ISF Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ISF to competition

BlackRock ISF Fundamental Vs Peers

FundamentalsBlackRock ISFPeer Average
Minimum Initial Investment1000 K8.09 M
Cash Position Weight50.22 % 14.48 %
Bond Positions Weight48.66 % 14.72 %

BlackRock ISF Opportunities

BlackRock ISF Return and Market Media

The median price of BlackRock ISF for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 12.58 with a coefficient of variation of 86.07. The daily time series for the period is distributed with a sample standard deviation of 6.51, arithmetic mean of 7.57, and mean deviation of 6.05. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000Q2RK

BlackRock ISF Market Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in BlackRock ISF Market Advtg Str. What is your opinion about investing in BlackRock ISF Market Advtg Str? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

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 Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
Search macroaxis.com