Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

F00000NOH0 -- Ireland Fund  

USD 18.42  0.02  0.11%

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

Sanlam FOUR Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Sanlam FOUR Fundamentals

 Better Than Average     
 Worse Than Average Compare Sanlam FOUR to competition

Sanlam FOUR Fundamental Vs Peers

FundamentalsSanlam FOURPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight3.46 % 14.48 %
Equity Positions Weight96.55 % 40.68 %

Sanlam FOUR Opportunities

Sanlam FOUR Return and Market Media

The median price of Sanlam FOUR for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 18.32 with a coefficient of variation of 109.55. The daily time series for the period is distributed with a sample standard deviation of 10.05, arithmetic mean of 9.18, and mean deviation of 9.18. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000NOH0

Sanlam FOUR Global Investor Sentiment
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Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.