Milltrust India (Ireland) Alpha and Beta Analysis Overview

IE00B9601C50 -- Ireland Fund  

USD 164.88  3.68  2.28%

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

Milltrust India Market Premiums

α1.23β0.24
30 days against DJI
Risk Adjusted Performance  

0.024768

Jensen Alpha  

0.06

Total Risk Alpha  

0.63

Sortino Ratio  

0.0

Treynor Ratio  

0.2014

Milltrust India Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Milltrust India to competition

Milltrust India Fundamental Vs Peers

FundamentalsMilltrust IndiaPeer Average
One Year Return20.98 % 2.30 %
Three Year Return5.81 % 3.97 %
Net Asset21.27 M1.37 B

Milltrust India Opportunities

Milltrust India Return and Market Media

The median price of Milltrust India for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 165.87 with a coefficient of variation of 103.82. The daily time series for the period is distributed with a sample standard deviation of 88.63, arithmetic mean of 85.37, and mean deviation of 85.37. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B9601C50

Milltrust India A Investor Sentiment
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