Payden USD (Ireland) Alpha and Beta Analysis Overview

F00000SGGM -- Ireland Fund  

USD 11.07  0.01  0.09%

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

Payden USD Market Premiums

α0.00061324β0.0094
30 days against DJI
Risk Adjusted Performance  

0.3368

Jensen Alpha  

0.07

Total Risk Alpha  

0.0886

Sortino Ratio  

0.0

Treynor Ratio  

1.15

Payden USD Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Payden USD to competition

Payden USD Fundamental Vs Peers

FundamentalsPayden USDPeer Average
Net Asset44.13 M1.37 B
Minimum Initial Investment50 M8.09 M

Payden USD Opportunities

Payden USD Return and Market Media

The median price of Payden USD for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 10.94 with a coefficient of variation of 69.39. The daily time series for the period is distributed with a sample standard deviation of 5.27, arithmetic mean of 7.59, and mean deviation of 4.67. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000SGGM

Payden USD Low Investor Sentiment

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