GAM Star (Ireland) Alpha and Beta Analysis Overview

IE00B4MP9036 -- Ireland Fund  

EUR 11.36  0.02  0.18%

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

GAM Star Market Premiums

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

0.74

Jensen Alpha  

0.027402

Total Risk Alpha  

0.02403

Sortino Ratio  

0.0

Treynor Ratio  

9.23

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
One Year Return(0.84) % 2.30 %
Three Year Return3.15 % 3.97 %
Net Asset1.27 B1.37 B
Minimum Initial Investment20 M8.09 M
Last Dividend Paid0.11.05
Cash Position Weight56.14 % 14.48 %
Equity Positions Weight40.37 % 40.68 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 11.29 with a coefficient of variation of 0.05. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 11.29, and mean deviation of 0.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B4MP9036

GAM Star Barclays Investor Sentiment

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