Mercer Passive (Ireland) Alpha and Beta Analysis Overview

    F00000VZHC -- Ireland Fund  

    EUR 121.56  1.16  0.96%

    This module allows you to check different measures of market premium for Mercer Passive Global Equity M 5 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  

    0.3401

    Jensen Alpha  

    0.2077

    Total Risk Alpha  

    0.1457

    Sortino Ratio  

    0.0

    Treynor Ratio  

    3.33

    Mercer Passive Fundamentals

    Mercer Passive Opportunities

    Mercer Passive Return and Market Media

    The median price of Mercer Passive for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 120.4 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 62.27, arithmetic mean of 80.39, and mean deviation of 53.59. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000VZHC

    Mercer Passive Global Investor Sentiment
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