NFB Global (Ireland) Alpha and Beta Analysis Overview

F00000QESH -- Ireland Fund  

USD 13.05  0.06  0.46%

This module allows you to check different measures of market premium for NFB Global Balanced Fd of Fds A USD Acc as well as systematic risk associated with investing in NFB Global over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

NFB Global Market Premiums

α0.21β0.0008
30 days against DJI
Risk Adjusted Performance  

0.2759

Jensen Alpha  

0.0887

Total Risk Alpha  

0.1022

Sortino Ratio  

0.0

Treynor Ratio  

0.8477

NFB Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare NFB Global to competition

NFB Global Fundamental Vs Peers

FundamentalsNFB GlobalPeer Average
Net Asset17.5 M1.37 B
Minimum Initial Investment20 K8.09 M
Cash Position Weight25.63 % 14.48 %
Equity Positions Weight51.17 % 40.68 %
Bond Positions Weight20.08 % 14.72 %

NFB Global Opportunities

NFB Global Return and Market Media

The median price of NFB Global for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 12.77 with a coefficient of variation of 93.44. The daily time series for the period is distributed with a sample standard deviation of 6.55, arithmetic mean of 7.01, and mean deviation of 6.37. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QESH

NFB Global Balanced Investor Sentiment

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