Muzinich Europeyield (Ireland) Alpha and Beta Analysis Overview

F00000SBVY -- Ireland Fund  

EUR 126.89  0.05  0.0394%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Muzinich Europeyield Market Premiums

α0.037001β0.0071
30 days against DJI
Risk Adjusted Performance  

0.014744

Jensen Alpha  

0.003025

Total Risk Alpha  

0.010215

Sortino Ratio  

0.0

Treynor Ratio  

0.22

Muzinich Europeyield Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Muzinich Europeyield to competition

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 Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 126.57 with a coefficient of variation of 106.9. The daily time series for the period is distributed with a sample standard deviation of 67.68, arithmetic mean of 63.3, and mean deviation of 63.31. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000SBVY

Muzinich Europeyield H Investor Sentiment
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