Dimensional World (Ireland) Alpha and Beta Analysis Overview

IE00B56FVB15 -- Ireland Fund  

GBp 1,542  3.00  0.19%

This module allows you to check different measures of market premium for Dimensional World Allocation 4 as well as systematic risk associated with investing in Dimensional World over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Run Premiums

Dimensional World Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Dimensional World Fundamentals

 Better Than Average     
 Worse Than Average Compare Dimensional World to competition

Dimensional World Fundamental Vs Peers

FundamentalsDimensional WorldPeer Average
Price to Earning14.00 times7.60 times
Price to Book1.39 times1.04 times
Price to Sales0.86 times1.03 times
One Year Return11.30 % 2.30 %
Three Year Return8.07 % 3.97 %
Net Asset117.15 M1.37 B
Minimum Initial Investment100 K8.09 M

Dimensional World Opportunities

Dimensional World Return and Market Media

The median price of Dimensional World for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 1545.0 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 23.09, arithmetic mean of 1525.0, and mean deviation of 20.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00B56FVB15

Dimensional World Al Investor Sentiment
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