Man GLG (Ireland) Alpha and Beta Analysis Overview

F00000W7WC -- Ireland Fund  

JPY 9,617  0.00  0.00%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Man GLG Market Premiums

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

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

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 Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 8262.0 with a coefficient of variation of 5.21. The daily time series for the period is distributed with a sample standard deviation of 433.75, arithmetic mean of 8321.14, and mean deviation of 241.76. 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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