Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

IE00B4QNLR45 -- Ireland Fund  

GBp 1,145  3.00  0.26%

This module allows you to check different measures of market premium for Sanlam FOUR Multi Strat A GBP Acc as well as systematic risk associated with investing in Sanlam FOUR over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sanlam FOUR Market Premiums

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

0.2142

Jensen Alpha  

0.0574

Total Risk Alpha  

0.1357

Sortino Ratio  

0.0

Treynor Ratio  

0.79

Sanlam FOUR Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam FOUR to competition

Sanlam FOUR Fundamental Vs Peers

FundamentalsSanlam FOURPeer Average
One Year Return(5.44) % 2.30 %
Net Asset74.83 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight41.62 % 14.48 %
Equity Positions Weight0.41 % 40.68 %
Bond Positions Weight36.85 % 14.72 %

Sanlam FOUR Opportunities

Sanlam FOUR Return and Market Media

The median price of Sanlam FOUR for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 1105.0 with a coefficient of variation of 82.29. The daily time series for the period is distributed with a sample standard deviation of 562.09, arithmetic mean of 683.08, and mean deviation of 525.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B4QNLR45

Sanlam FOUR Multi Investor Sentiment

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