Russell US (Ireland) Alpha and Beta Analysis Overview

    F0GBR058QT -- Ireland Fund  

     2,766  3.00  0.11%

    This module allows you to check different measures of market premium for Russell US Equity P as well as systematic risk associated with investing in Russell US over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Run Premiums

    Russell US Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    Russell US Fundamentals

    Russell US Opportunities

    Russell US Return and Market Media

    The median price of Russell US for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 2748.0 with a coefficient of variation of 68.31. The daily time series for the period is distributed with a sample standard deviation of 1343.82, arithmetic mean of 1967.14, and mean deviation of 1124.08. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - F0GBR058QT

    Russell US Equity Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Russell US Equity P. What is your perspective on investing in Russell US Equity P? Are you bullish or bearish?
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