Dimensional World (Ireland) Alpha and Beta Analysis Overview

IE00B56FVB15 -- Ireland Fund  

GBp 1,551  12.00  0.77%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Dimensional World Market Premiums

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

0.1012

Jensen Alpha  

0.1996

Total Risk Alpha  

0.001777

Sortino Ratio  

0.0

Treynor Ratio  

0.7115

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 Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 1505.0 with a coefficient of variation of 88.29. The daily time series for the period is distributed with a sample standard deviation of 789.23, arithmetic mean of 893.92, and mean deviation of 744.93. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B56FVB15

Dimensional World Investor Sentiment

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