Absolute Insight (Ireland) Alpha and Beta Analysis Overview

F000001XI7 -- Ireland Fund  

GBp 123.00  1.00  0.81%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Absolute Insight Market Premiums

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

0.07

Jensen Alpha  

0.12

Total Risk Alpha  

0.36

Sortino Ratio  

0.0

Treynor Ratio  

0.9155

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 Sun, Jun 17, 2018 and Tue, Jul 17, 2018 is 124.0 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 64.42, arithmetic mean of 83.17, and mean deviation of 55.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000001XI7

Absolute Insight Eq Investor Sentiment
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