Mercer Passive (Ireland) Alpha and Beta Analysis Overview

    F00000VZHB -- Ireland Fund  

    GBp 15,928  460.00  2.97%

    This module allows you to check different measures of market premium for Mercer Passive Global Equity Z 1 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

    α0.49β0.39
    30 days against DJI
    Risk Adjusted Performance  

    0.1951

    Jensen Alpha  

    0.8407

    Total Risk Alpha  

    0.7116

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.04

    Mercer Passive Fundamentals

    Mercer Passive Opportunities

    Mercer Passive Return and Market Media

    The median price of Mercer Passive for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 14417.0 with a coefficient of variation of 86.21. The daily time series for the period is distributed with a sample standard deviation of 7822.27, arithmetic mean of 9073.6, and mean deviation of 7258.88. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000VZHB

    Mercer Passive Global Investor Sentiment
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