JOHCM Global (Ireland) Alpha and Beta Analysis Overview

F00000N0XM -- Ireland Fund  

USD 1.81  0.02  1.09%

This module allows you to check different measures of market premium for JOHCM Global Select B USD as well as systematic risk associated with investing in JOHCM Global over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

JOHCM Global Market Premiums

α1β0.24
30 days against DJI
Risk Adjusted Performance  

0.0716

Jensen Alpha  

0.0051

Total Risk Alpha  

0.1995

Sortino Ratio  

0.0

Treynor Ratio  

0.19

JOHCM Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare JOHCM Global to competition

JOHCM Global Fundamental Vs Peers

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

JOHCM Global Opportunities

JOHCM Global Return and Market Media

The median price of JOHCM Global for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 1.9 with a coefficient of variation of 56.71. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 1.49, and mean deviation of 0.66. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000N0XM

JOHCM Global Select Investor Sentiment

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