R Parus (Ireland) Alpha and Beta Analysis Overview

    F00000QDRM -- Ireland Fund  

    EUR 124.71  0.00  0.00%

    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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    R Parus Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.1711

    Jensen Alpha  

    0.2237

    Total Risk Alpha  

    0.0955

    Sortino Ratio  

    0.0

    Treynor Ratio  

    15.66

    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 Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 126.38 with a coefficient of variation of 79.29. The daily time series for the period is distributed with a sample standard deviation of 64.37, arithmetic mean of 81.19, and mean deviation of 59.05. 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 Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
    Search macroaxis.com