Russell Multi (Ireland) Backtesting

IE00B1FZR279 -- Ireland Fund  

USD 117.88  0.04  0.0339%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Russell Multi Asset Defensive A Acc and determine expected loss or profit from investing in Russell Multi over given investment horizon. Please also check Russell Multi Hype Analysis, Russell Multi Correlation, Portfolio Optimization, Russell Multi Volatility as well as analyze Russell Multi Alpha and Beta and Russell Multi Performance.
 Time Horizon     30 Days    Login   to change

Russell Multi 'What if' Analysis

June 23, 2018
No Change 0.00  0.0%
In 31 days
July 23, 2018
If you would invest  0.00  in Russell Multi on June 23, 2018 and sell it all today you would earn a total of 0.00 from holding Russell Multi Asset Defensive A Acc or generate 0.0% return on investment in Russell Multi over 30 days. The objective is to achieve capital appreciation with limited Net Asset volatility

Russell Multi Upside/Downside Indicators

Information Ratio2.84
Maximum Drawdown0.1775
Value At Risk0.14

Russell Multi Market Premium Indicators

Risk Adjusted Performance0.32
Jensen Alpha0.037746
Total Risk Alpha0.05
Treynor Ratio10.37

Russell Multi Asset Backtested Returns

We consider Russell Multi not too risky. Russell Multi Asset maintains Sharpe Ratio (i.e. Efficiency) of 0.58 which implies Russell Multi Asset had 0.58% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Russell Multi Asset which you can use to evaluate future volatility of the fund. Please check Russell Multi Asset Coefficient Of Variation of 193.45 and Risk Adjusted Performance of 0.32 to confirm if risk estimate we provide are consistent with the epected return of 0.0966%. The fund holds Beta of 0.0036 which implies as returns on market increase, Russell Multi returns are expected to increase less than the market. However during bear market, the loss on holding Russell Multi will be expected to be smaller as well.. Although it is extremely important to respect Russell Multi Asset current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Russell Multi Asset technical indicators you can presently evaluate if the expected return of 0.0966% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation Huge 

Perfect predictability

Russell Multi Asset Defensive A Acc has perfect predictability. Overlapping area represents the amount of predictability between Russell Multi time series from June 23, 2018 to July 8, 2018 and July 8, 2018 to July 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Russell Multi Asset price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Russell Multi price fluctuation can be explain by its past prices.
Correlation Coefficient 9.223372036854776E16
Spearman Rank Test 1.0
Lagged Price Variance 0.04
Average Price 117.62

Russell Multi Asset lagged returns against current returns

 Current and Lagged Values 

Russell Multi regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Russell Multi Lagged Returns

 Regressed Prices 

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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Please also check Russell Multi Hype Analysis, Russell Multi Correlation, Portfolio Optimization, Russell Multi Volatility as well as analyze Russell Multi Alpha and Beta and Russell Multi Performance. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.