GAM Star (Ireland) Alpha and Beta Analysis Overview

F00000QIG2 -- Ireland Fund  

USD 14.04  0.00  0.00%

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

GAM Star Market Premiums

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

0.4324

Jensen Alpha  

0.1869

Total Risk Alpha  

0.2737

Sortino Ratio  

0.0

Treynor Ratio  

4.53

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Minimum Initial Investment20 M8.09 M
Last Dividend Paid0.271.05
Cash Position Weight33.19 % 14.48 %
Bond Positions Weight64.03 % 14.72 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 14.04 with a coefficient of variation of 0.63. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 13.98, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QIG2

GAM Star Cat Investor Sentiment

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