Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

F00000VC9J -- Ireland Fund  

GBp 1,451  12.00  0.83%

This module allows you to check different measures of market premium for Sanlam FOUR Stable Global Eq A GBP Acc as well as systematic risk associated with investing in Sanlam FOUR over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sanlam FOUR Market Premiums

α0.99β0.72
30 days against DJI
Risk Adjusted Performance  

0.1384

Jensen Alpha  

0.1844

Total Risk Alpha  

0.0474

Sortino Ratio  

0.0

Treynor Ratio  

0.7313

Sanlam FOUR Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam FOUR to competition

Sanlam FOUR Fundamental Vs Peers

FundamentalsSanlam FOURPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight4.01 % 14.48 %
Equity Positions Weight95.99 % 40.68 %

Sanlam FOUR Opportunities

Sanlam FOUR Return and Market Media

The median price of Sanlam FOUR for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 1308.0 with a coefficient of variation of 92.83. The daily time series for the period is distributed with a sample standard deviation of 680.32, arithmetic mean of 732.85, and mean deviation of 659.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VC9J

Sanlam FOUR Stable Investor Sentiment
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