JOHCM Global (Ireland) Alpha and Beta Analysis

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

α0.00   β0.00
30 days against DJI

JOHCM Global Fundamentals

 Better Than Average     
 Worse Than Average Compare JOHCM Global to competition

JOHCM Global Fundamental Vs Peers

FundamentalsJOHCM GlobalPeer Average
Minimum Initial Investment1K
Cash Position Weight4.56%
Equity Positions Weight95.45%

JOHCM Global Opportunities

JOHCM Global Return and Market Media

The median price of JOHCM Global for the period between Tue, Feb 19, 2019 and Sat, Apr 20, 2019 is 1.9 with a coefficient of variation of 49.49. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 1.56, and mean deviation of 0.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)