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
Run Premiums

JOHCM Global Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 (%)  

Current Sentiment - F00000N0XM

JOHCM Global Select Investor Sentiment

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