R Parus (Ireland) Alpha and Beta Analysis Overview

    F00000QDRM -- Ireland Fund  

    EUR 129.63  1.96  1.54%

    This module allows you to check different measures of market premium for R Parus I Euro Unhedged as well as systematic risk associated with investing in R Parus over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    R Parus Market Premiums

    α0.30β0.08
    30 days against DJI
    Risk Adjusted Performance  

    0.1465

    Jensen Alpha  

    0.0727

    Total Risk Alpha  

    0.0273

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.4556

    R Parus Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare R Parus to competition

    R Parus Fundamental Vs Peers

    FundamentalsR ParusPeer Average
    Minimum Initial Investment250 K8.09 M

    R Parus Opportunities

    R Parus Return and Market Media

    The median price of R Parus for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 126.38 with a coefficient of variation of 86.07. The daily time series for the period is distributed with a sample standard deviation of 65.71, arithmetic mean of 76.34, and mean deviation of 61.08. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000QDRM

    R Parus I Investor Sentiment
    Macroaxis portfolio users are insensible in their opinion about investing in R Parus I Euro Unhedged. What is your perspective on investing in R Parus I Euro Unhedged? 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
    vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">