Mercer Passive (Ireland) Alpha and Beta Analysis Overview

    F00000V1GM -- Ireland Fund  

    EUR 130.76  1.06  0.82%

    This module allows you to check different measures of market premium for Mercer Passive Global Eq CCF M as well as systematic risk associated with investing in Mercer Passive over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Mercer Passive Market Premiums

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

    0.0024

    Jensen Alpha  

    0.00069759

    Total Risk Alpha  

    0.15

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.1417

    Mercer Passive Fundamentals

    Mercer Passive Opportunities

    Mercer Passive Return and Market Media

    The median price of Mercer Passive for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 129.7 with a coefficient of variation of 0.41. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 129.96, and mean deviation of 0.4. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000V1GM

    Mercer Passive Global Investor Sentiment
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