Thornburg Developing (Ireland) Alpha and Beta Analysis Overview

F00000S50U -- Ireland Fund  

USD 10.83  0.01  0.09%

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

Thornburg Developing Market Premiums

α0.29β0.1
30 days against DJI
Risk Adjusted Performance  

0.24

Jensen Alpha  

0.47

Total Risk Alpha  

0.77

Sortino Ratio  

0.0

Treynor Ratio  

0.9559

Thornburg Developing Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Thornburg Developing to competition

Thornburg Developing Fundamental Vs Peers

FundamentalsThornburg DevelopingPeer Average
Net Asset11.22 M1.37 B
Minimum Initial Investment1.5 M8.09 M
Cash Position Weight11.27 % 14.48 %
Equity Positions Weight84.59 % 40.68 %
Bond Positions Weight0.94 % 14.72 %

Thornburg Developing Opportunities

Thornburg Developing Return and Market Media

The median price of Thornburg Developing for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 10.84 with a coefficient of variation of 89.96. The daily time series for the period is distributed with a sample standard deviation of 5.78, arithmetic mean of 6.42, and mean deviation of 5.51. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000S50U

Thornburg Developing Investor Sentiment
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