GS USD (Ireland) Alpha and Beta Analysis Overview

IE0031294410 -- Ireland Fund  

USD 12,211  0.60  0.0049%

This module allows you to check different measures of market premium for GS USD Liquid Reserve Adm Acc as well as systematic risk associated with investing in GS USD over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

GS USD Market Premiums

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

0.0862

Jensen Alpha  

0.0086

Total Risk Alpha  

0.002013

Sortino Ratio  

0.0

Treynor Ratio  

0.9809

GS USD Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GS USD to competition

GS USD Fundamental Vs Peers

FundamentalsGS USDPeer Average
One Year Return0.01 % 2.30 %
Three Year Return0.01 % 3.97 %
Five Year Return0.01 % 1.27 %
Ten Year Return1.20 % 1.17 %
Net Asset31.98 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight100.00 % 14.48 %

GS USD Opportunities

GS USD Return and Market Media

The median price of GS USD for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 12153.36 with a coefficient of variation of 75.0. The daily time series for the period is distributed with a sample standard deviation of 6081.37, arithmetic mean of 8108.49, and mean deviation of 5405.66. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE0031294410

GS USD Liquid Investor Sentiment

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