Perkins US (Ireland) Alpha and Beta Analysis Overview

F00000NFBA -- Ireland Fund  

EUR 15.71  0.20  1.26%

This module allows you to check different measures of market premium for Perkins US Strategic Value E EUR Acc Hdg as well as systematic risk associated with investing in Perkins US over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Perkins US Market Premiums

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

0.0412

Jensen Alpha  

0.0399

Total Risk Alpha  

0.003408

Sortino Ratio  

0.0

Treynor Ratio  

0.1934

Perkins US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Perkins US to competition

Perkins US Fundamental Vs Peers

FundamentalsPerkins USPeer Average
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight6.02 % 14.48 %
Equity Positions Weight93.98 % 40.68 %

Perkins US Opportunities

Perkins US Return and Market Media

The median price of Perkins US for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 15.39 with a coefficient of variation of 48.26. The daily time series for the period is distributed with a sample standard deviation of 6.09, arithmetic mean of 12.62, and mean deviation of 4.59. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NFBA

Perkins US Strategic Investor Sentiment
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