Franklin Floating (Ireland) Alpha and Beta Analysis Overview

F00000VEWH -- Ireland Fund  

SGD 9.69  0.00  0.00%

This module allows you to check different measures of market premium for Franklin Floating Rate A Dis SGD H1 as well as systematic risk associated with investing in Franklin Floating over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Franklin Floating Market Premiums

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

0.15

Jensen Alpha  

0.06

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

1.76

Franklin Floating Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Franklin Floating to competition

Franklin Floating Fundamental Vs Peers

FundamentalsFranklin FloatingPeer Average
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.031.05
Cash Position Weight3.72 % 14.48 %
Bond Positions Weight87.20 % 14.72 %

Franklin Floating Opportunities

Franklin Floating Return and Market Media

The median price of Franklin Floating for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 9.69 with a coefficient of variation of 76.13. The daily time series for the period is distributed with a sample standard deviation of 4.79, arithmetic mean of 6.29, and mean deviation of 4.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VEWH

Franklin Floating Rate Investor Sentiment

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