Man GLG (Ireland) Alpha and Beta Analysis Overview

F0GBR05V7L -- Ireland Fund  

EUR 201.14  2.10  1.03%

This module allows you to check different measures of market premium for Man GLG European Equity D EUR 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

α0.34β0.08
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.23

Total Risk Alpha  

0.43

Sortino Ratio  

0.0

Treynor Ratio  

2.21

Man GLG Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Man GLG to competition

Man GLG Fundamental Vs Peers

FundamentalsMan GLGPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.14 % 14.48 %
Equity Positions Weight98.86 % 40.68 %

Man GLG Opportunities

Man GLG Return and Market Media

The median price of Man GLG for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 199.66 with a coefficient of variation of 106.92. The daily time series for the period is distributed with a sample standard deviation of 108.33, arithmetic mean of 101.32, and mean deviation of 101.32. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR05V7L

Man GLG European Investor Sentiment
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