GAM Star (Ireland) Alpha and Beta Analysis Overview

IE00B3CTFS84 -- Ireland Fund  

GBp 2,070  161.00  7.22%

This module allows you to check different measures of market premium for GAM Star China Equity Instl GBP Acc as well as systematic risk associated with investing in GAM Star over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

α0.61β0.80
30 days against DJI
Risk Adjusted Performance  

0.11

Jensen Alpha  

0.13

Total Risk Alpha  

0.56

Sortino Ratio  

0.0

Treynor Ratio  

0.2403

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Minimum Initial Investment12 M8.09 M
Last Dividend Paid0.111.05
Cash Position Weight4.11 % 14.48 %
Equity Positions Weight91.28 % 40.68 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 0.0 with a coefficient of variation of 257.71. The daily time series for the period is distributed with a sample standard deviation of 765.52, arithmetic mean of 297.05, and mean deviation of 513.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B3CTFS84

GAM Star China Investor Sentiment
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