Russell Multi (Ireland) Alpha and Beta Analysis Overview

    IE00BQPWDC54 -- Ireland Fund  

    GBp 87,639  776.00  0.88%

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

    Russell Multi Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    Russell Multi Fundamentals

    Russell Multi Opportunities

    Russell Multi Return and Market Media

    The median price of Russell Multi for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 87639.0 with a coefficient of variation of 91.29. The daily time series for the period is distributed with a sample standard deviation of 48286.25, arithmetic mean of 52893.8, and mean deviation of 42315.04. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - IE00BQPWDC54

    Russell Multi Strategy Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in Russell Multi Strategy Vol A H Roll Up. What is your perspective on investing in Russell Multi Strategy Vol A H Roll Up? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.