Sanlam World (Ireland) Alpha and Beta Analysis Overview

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

Sanlam World Market Premiums

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

0.384

Jensen Alpha  

0.4264

Total Risk Alpha  

0.5593

Sortino Ratio  

0.0

Treynor Ratio  

1.51

Sanlam World Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam World to competition

Sanlam World Fundamental Vs Peers

FundamentalsSanlam WorldPeer Average
Net Asset1.22 B1.37 B
Minimum Initial Investment5008.09 M
Cash Position Weight2.16 % 14.48 %
Equity Positions Weight97.84 % 40.68 %

Sanlam World Opportunities

Sanlam World Return and Market Media

The median price of Sanlam World for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 2.18 with a coefficient of variation of 1.17. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 2.17, and mean deviation of 0.02. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR06JGB

Sanlam World Equity Investor Sentiment

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Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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