As of 23 of March Russell Multi holds Standard Deviation of 0.0806, Downside Deviation of 0.0881 and Risk Adjusted Performance of 0.0022. Russell Multi Asset technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund future prices. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found eighteen technical drivers for Russell Multi Asset which can be compared to its competitors. Please check Russell Multi Asset Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if Russell Multi Asset is priced some-what accurately providing market reflects its current price of 115.56 per share.
|Horizon||30 Days Login to change|
Russell Multi Asset Technical Analysis
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Russell Multi Asset Trend AnalysisUse this graph to draw trend lines for Russell Multi Asset Defensive A Acc. You can use it to identify possible trend reversals for Russell Multi as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Russell Multi price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Russell Multi Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Russell Multi Asset Defensive A Acc applied against its price change over selected period. The best fit line has a slop of 0.02 % which may suggest that Russell Multi Asset Defensive A Acc market price will keep on failing further. It has 78 observation points and a regression sum of squares at 4.65, which is the sum of squared deviations for the predicted Russell Multi price change compared to its average price change.
|Risk Adjusted Performance||0.0022|
|Market Risk Adjusted Performance||0.295|
|Coefficient Of Variation||884.62|
|Total Risk Alpha||(0.00817)|
|Value At Risk||(0.08)|
|Expected Short fall||(0.07)|