Russell Multi (Ireland) Alpha and Beta Analysis Overview

IE00B1FZR279 -- Ireland Fund  

USD 117.62  0.00  0.00%

This module allows you to check different measures of market premium for Russell Multi Asset Defensive A Acc as well as systematic risk associated with investing in Russell Multi over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell Multi Market Premiums

α0.01β0.03
30 days against DJI
Risk Adjusted Performance  

0.29

Jensen Alpha  

0.05

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

1.33

Russell Multi Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell Multi to competition

Russell Multi Fundamental Vs Peers

FundamentalsRussell MultiPeer Average
Price to Earning15.57 times7.60 times
Price to Book1.63 times1.04 times
Price to Sales1.18 times1.03 times
One Year Return2.89 % 2.30 %
Three Year Return3.46 % 3.97 %
Five Year Return1.71 % 1.27 %
Net Asset103.08 M1.37 B

Russell Multi Opportunities

Russell Multi Return and Market Media

The median price of Russell Multi for the period between Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 117.81999969 with a coefficient of variation of 85.16. The daily time series for the period is distributed with a sample standard deviation of 59.46, arithmetic mean of 69.82, and mean deviation of 57.12. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B1FZR279

Russell Multi Asset Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Russell Multi Asset Defensive A Acc. What is your perspective on investing in Russell Multi Asset Defensive A Acc? Are you bullish or bearish?
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