Lyxor Epsilon (Ireland) Alpha and Beta Analysis Overview

    F00000THF0 -- Ireland Fund  

    USD 1,138  15.26  1.36%

    This module allows you to check different measures of market premium for Lyxor Epsilon Managed Futures B USD Acc as well as systematic risk associated with investing in Lyxor Epsilon over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Run Premiums

    Lyxor Epsilon Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    Lyxor Epsilon Fundamentals

     Better Than Average     
     Worse Than Average Compare Lyxor Epsilon to competition

    Lyxor Epsilon Fundamental Vs Peers

    FundamentalsLyxor EpsilonPeer Average
    Minimum Initial Investment18.09 M

    Lyxor Epsilon Opportunities

    Lyxor Epsilon Return and Market Media

    The median price of Lyxor Epsilon for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 1122.36 with a coefficient of variation of 109.55. The daily time series for the period is distributed with a sample standard deviation of 618.84, arithmetic mean of 564.91, and mean deviation of 564.91. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - F00000THF0

    Lyxor Epsilon Managed Investor Sentiment
    Macroaxis portfolio users are insensible in their opinion about investing in Lyxor Epsilon Managed Futures B USD Acc. What is your trading attitude regarding investing in Lyxor Epsilon Managed Futures B USD Acc? Are you bullish or bearish?
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