Russell Global (Ireland) Alpha and Beta Analysis Overview

IE00BDW02465 -- Ireland Fund  

EUR 1,074  10.08  0.93%

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

Russell Global Market Premiums

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

0.1625

Jensen Alpha  

0.1937

Total Risk Alpha  

0.2656

Sortino Ratio  

0.0

Treynor Ratio  

1.93

Russell Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell Global to competition

Russell Global Fundamental Vs Peers

FundamentalsRussell GlobalPeer Average
One Year Return9.41 % 2.30 %
Net Asset1.92 B1.37 B
Last Dividend Paid1.321.05
Cash Position Weight13.97 % 14.48 %
Bond Positions Weight76.03 % 14.72 %

Russell Global Opportunities

Russell Global Return and Market Media

The median price of Russell Global for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 1071.46 with a coefficient of variation of 82.31. The daily time series for the period is distributed with a sample standard deviation of 551.73, arithmetic mean of 670.35, and mean deviation of 515.65. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BDW02465

Russell Global Bond Investor Sentiment

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