Colchester Global (Ireland) Alpha and Beta Analysis Overview

F00000WM2Q -- Ireland Fund  

SGD 11.28  0.01  0.09%

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

Colchester Global Market Premiums

α0.11β0.05
30 days against DJI
Risk Adjusted Performance  

0.13

Jensen Alpha  

0.047802

Total Risk Alpha  

0.011998

Sortino Ratio  

0.0

Treynor Ratio  

1.14

Colchester Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Colchester Global to competition

Colchester Global Fundamental Vs Peers

FundamentalsColchester GlobalPeer Average
Minimum Initial Investment1000 K8.09 M
Cash Position Weight34.20 % 14.48 %
Bond Positions Weight47.79 % 14.72 %

Colchester Global Opportunities

Colchester Global Return and Market Media

The median price of Colchester Global for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 11.29 with a coefficient of variation of 62.68. The daily time series for the period is distributed with a sample standard deviation of 5.15, arithmetic mean of 8.21, and mean deviation of 4.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WM2Q

Colchester Global Bond Investor Sentiment

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