Liontrust (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for Liontrust GF Asia Income A1 as well as systematic risk associated with investing in Liontrust over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Liontrust Market Premiums

α1.6β0.0262
30 days against DJI
Risk Adjusted Performance  

0.041

Jensen Alpha  

0.01303

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

0.0838

Liontrust Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Liontrust to competition

Liontrust Fundamental Vs Peers

FundamentalsLiontrustPeer Average
Minimum Initial Investment35 K8.09 M
Cash Position Weight3.63 % 14.48 %
Equity Positions Weight91.68 % 40.68 %

Liontrust Opportunities

Liontrust Return and Market Media

The median price of Liontrust for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 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 5.1, arithmetic mean of 4.14, and mean deviation of 4.9. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VV78

Liontrust GF Asia Investor Sentiment

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