Russell Floating (Ireland) Alpha and Beta Analysis Overview

F00000VCV7 -- Ireland Fund  

GBp 101,234  150.00  0.15%

This module allows you to check different measures of market premium for Russell Floating Rate Fd I Stg H Income as well as systematic risk associated with investing in Russell Floating over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Run Premiums

Russell Floating Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Russell Floating Fundamentals

 Better Than Average     
 Worse Than Average Compare Russell Floating to competition

Russell Floating Fundamental Vs Peers

FundamentalsRussell FloatingPeer Average
Minimum Initial Investment1000 K8.09 M
Last Dividend Paid13.01.05
Cash Position Weight4.36 % 14.48 %
Bond Positions Weight65.16 % 14.72 %

Russell Floating Opportunities

Russell Floating Return and Market Media

The median price of Russell Floating for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 101084.0 with a coefficient of variation of 55.24. The daily time series for the period is distributed with a sample standard deviation of 45068.07, arithmetic mean of 81591.11, and mean deviation of 32244.63. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000VCV7

Russell Floating Rate Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Russell Floating Rate Fd I Stg H Income. What is your perspective on investing in Russell Floating Rate Fd I Stg H Income? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..