GLG MAN (Ireland) Alpha and Beta Analysis Overview

    11048790 -- Ireland Fund  

    USD 105.48  2.97  2.90%

    This module allows you to check different measures of market premium for GLG MAN DNHUSD as well as systematic risk associated with investing in GLG MAN over a specified time horizon. Check also Trending Equities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GLG MAN Market Premiums

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

    0.0104

    Jensen Alpha  

    0.0669

    Total Risk Alpha  

    0.28

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.00177

    GLG MAN Fundamentals

    GLG MAN Opportunities

    GLG MAN Return and Market Media

    The median price of GLG MAN for the period between Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 0.0 with a coefficient of variation of 112.14. The daily time series for the period is distributed with a sample standard deviation of 53.01, arithmetic mean of 47.27, and mean deviation of 51.57. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 11048790

    GLG MAN DNHUSD Investor Sentiment
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