Lyxor Tiedemann (Ireland) Alpha and Beta Analysis Overview

    F00000QESG -- Ireland Fund  

    EUR 105.19  0.36  0.34%

    This module allows you to check different measures of market premium for Lyxor Tiedemann Arbitrage Strat A EUR as well as systematic risk associated with investing in Lyxor Tiedemann over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Lyxor Tiedemann Market Premiums

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

    0.0472

    Jensen Alpha  

    0.0651

    Total Risk Alpha  

    0.28

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.8287

    Lyxor Tiedemann Fundamentals

        
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    Lyxor Tiedemann Fundamental Vs Peers

    FundamentalsLyxor TiedemannPeer Average
    Minimum Initial Investment10 K8.09 M

    Lyxor Tiedemann Opportunities

    Lyxor Tiedemann Return and Market Media

    The median price of Lyxor Tiedemann for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 106.1 with a coefficient of variation of 77.36. The daily time series for the period is distributed with a sample standard deviation of 53.11, arithmetic mean of 68.66, and mean deviation of 49.04. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000QESG

    Lyxor Tiedemann Arbi Investor Sentiment

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