Wellington Strategic (Ireland) Alpha and Beta Analysis Overview

F00000OWPF -- Ireland Fund  

USD 13.02  0.06  0.46%

This module allows you to check different measures of market premium for Wellington Strategic Eurp Eq N USD Acc as well as systematic risk associated with investing in Wellington Strategic over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Wellington Strategic Market Premiums

α0.07β0.49
30 days against DJI
Risk Adjusted Performance  

0.1112

Jensen Alpha  

0.1373

Total Risk Alpha  

0.3597

Sortino Ratio  

0.0

Treynor Ratio  

2.60

Wellington Strategic Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Wellington Strategic to competition

Wellington Strategic Fundamental Vs Peers

FundamentalsWellington StrategicPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight1.55 % 14.48 %
Equity Positions Weight98.45 % 40.68 %

Wellington Strategic Opportunities

Wellington Strategic Return and Market Media

The median price of Wellington Strategic for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 13.1 with a coefficient of variation of 77.39. The daily time series for the period is distributed with a sample standard deviation of 6.46, arithmetic mean of 8.35, and mean deviation of 6.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000OWPF

Wellington Strategic Investor Sentiment

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