Absolute Insight (Ireland) Alpha and Beta Analysis Overview

F000001XI7 -- Ireland Fund  

GBp 125.00  0.00  0.00%

This module allows you to check different measures of market premium for Absolute Insight Eq Mkt Netrl as well as systematic risk associated with investing in Absolute Insight over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Absolute Insight Market Premiums

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

0.025082

Jensen Alpha  

0.07

Total Risk Alpha  

0.33

Sortino Ratio  

0.0

Treynor Ratio  

0.74

Absolute Insight Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Absolute Insight to competition

Absolute Insight Fundamental Vs Peers

FundamentalsAbsolute InsightPeer Average
Minimum Initial Investment15 M8.09 M
Cash Position Weight58.71 % 14.48 %
Equity Positions Weight33.02 % 40.68 %
Bond Positions Weight2.26 % 14.72 %

Absolute Insight Opportunities

Absolute Insight Return and Market Media

The median price of Absolute Insight for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 124.0 with a coefficient of variation of 69.64. The daily time series for the period is distributed with a sample standard deviation of 59.36, arithmetic mean of 85.25, and mean deviation of 53.28. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000001XI7

Absolute Insight Investor Sentiment

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