Sanlam Global (Ireland) Alpha and Beta Analysis Overview

F00000LZIV -- Ireland Fund  

EUR 1.26  0.01  0.80%

This module allows you to check different measures of market premium for Sanlam Global Best Ideas A EUR as well as systematic risk associated with investing in Sanlam Global over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sanlam Global Market Premiums

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

0.0472

Jensen Alpha  

0.1159

Total Risk Alpha  

0.035591

Sortino Ratio  

0.0

Treynor Ratio  

0.09

Sanlam Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam Global to competition

Sanlam Global Fundamental Vs Peers

FundamentalsSanlam GlobalPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight4.45 % 14.48 %
Equity Positions Weight95.56 % 40.68 %

Sanlam Global Opportunities

Sanlam Global Return and Market Media

The median price of Sanlam Global for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 1.16 with a coefficient of variation of 93.47. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 0.65, and mean deviation of 0.59. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000LZIV

Sanlam Global Best Investor Sentiment
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