III UCITS (Ireland) Alpha and Beta Analysis Overview

IE00B87F4K15 -- Ireland Fund  

GBp 102,674  3,607  3.39%

This module allows you to check different measures of market premium for III UCITS Credit Opportunities C2 as well as systematic risk associated with investing in III UCITS over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

III UCITS Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.50

Total Risk Alpha  

1.19

Sortino Ratio  

0.0

Treynor Ratio  

1.56

III UCITS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare III UCITS to competition

III UCITS Fundamental Vs Peers

FundamentalsIII UCITSPeer Average
Year to Date Return0.94 % 1.50 %
One Year Return4.86 % 2.30 %
Minimum Initial Investment3 K8.09 M

III UCITS Opportunities

III UCITS Return and Market Media

The median price of III UCITS for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 102674.0 with a coefficient of variation of 77.49. The daily time series for the period is distributed with a sample standard deviation of 53976.06, arithmetic mean of 69651.67, and mean deviation of 46434.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B87F4K15

III UCITS Credit Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in III UCITS Credit Opportunities C2. What is your judgment towards investing in III UCITS Credit Opportunities C2? Are you bullish or bearish?
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