Hermes Asia (Ireland) Alpha and Beta Analysis Overview

F00000RW8G -- Ireland Fund  

GBp 159.00  4.00  2.45%

This module allows you to check different measures of market premium for Hermes Asia Ex Japan Equity F Acc H as well as systematic risk associated with investing in Hermes Asia over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Hermes Asia Market Premiums

α0.49β1.16
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Hermes Asia Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Hermes Asia to competition

Hermes Asia Fundamental Vs Peers

FundamentalsHermes AsiaPeer Average
Minimum Initial Investment100 K8.09 M
Cash Position Weight8.05 % 14.48 %
Equity Positions Weight91.90 % 40.68 %

Hermes Asia Opportunities

Hermes Asia Return and Market Media

The median price of Hermes Asia for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 0.0 with a coefficient of variation of 123.03. The daily time series for the period is distributed with a sample standard deviation of 79.19, arithmetic mean of 64.36, and mean deviation of 76.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000RW8G

Hermes Asia Ex Investor Sentiment

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