FundLogic MS (Ireland) Alpha and Beta Analysis Overview

F00000UKAW -- Ireland Fund  

EUR 9.93  0.02  0.20%

This module allows you to check different measures of market premium for FundLogic MS Fdrm EqSmtBtDyn Prot 80 A as well as systematic risk associated with investing in FundLogic MS over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

FundLogic MS Market Premiums

α0.029492β0.1
30 days against DJI
Risk Adjusted Performance  

0.00306

Jensen Alpha  

0.007843

Total Risk Alpha  

0.033953

Sortino Ratio  

0.0

Treynor Ratio  

0.1888

FundLogic MS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare FundLogic MS to competition

FundLogic MS Fundamental Vs Peers

FundamentalsFundLogic MSPeer Average
Net Asset416.32 M1.37 B
Minimum Initial Investment108.09 M

FundLogic MS Opportunities

FundLogic MS Return and Market Media

The median price of FundLogic MS for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 9.88 with a coefficient of variation of 86.07. The daily time series for the period is distributed with a sample standard deviation of 5.12, arithmetic mean of 5.95, and mean deviation of 4.76. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)