Muzinich Europeyield (Ireland) Alpha and Beta Analysis Overview

F00000SBVY -- Ireland Fund  

EUR 126.89  0.00  0.00%

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

Muzinich Europeyield Market Premiums

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

0.1133

Jensen Alpha  

0.018

Total Risk Alpha  

0.0048

Sortino Ratio  

0.0

Treynor Ratio  

0.6188

Muzinich Europeyield Fundamentals

    
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Muzinich Europeyield Fundamental Vs Peers

FundamentalsMuzinich EuropeyieldPeer Average
Minimum Initial Investment10 M8.09 M
Cash Position Weight6.96 % 14.48 %
Bond Positions Weight86.27 % 14.72 %

Muzinich Europeyield Opportunities

Muzinich Europeyield Return and Market Media

The median price of Muzinich Europeyield for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 126.57 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 65.55, arithmetic mean of 79.16, and mean deviation of 59.37. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000SBVY

Muzinich Europeyield Investor Sentiment

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