Man GLG (Ireland) Alpha and Beta Analysis Overview

F00000W7WC -- Ireland Fund  

JPY 9,617  134.00  1.37%

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

Man GLG Market Premiums

α0.14β0.85
30 days against DJI
Risk Adjusted Performance  

0.1295

Jensen Alpha  

0.9609

Total Risk Alpha  

0.33

Sortino Ratio  

1.27

Treynor Ratio  

1.35

Man GLG Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Man GLG to competition

Man GLG Fundamental Vs Peers

FundamentalsMan GLGPeer Average
Minimum Initial Investment10 M8.09 M
Cash Position Weight0.34 % 14.48 %
Equity Positions Weight0.79 % 40.68 %
Bond Positions Weight1.96 % 14.72 %

Man GLG Opportunities

Man GLG Return and Market Media

The median price of Man GLG for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 8329.0 with a coefficient of variation of 49.09. The daily time series for the period is distributed with a sample standard deviation of 3586.95, arithmetic mean of 7306.95, and mean deviation of 2657.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000W7WC

Man GLG Global Investor Sentiment

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