GAM Star (Ireland) Alpha and Beta Analysis Overview

IE00B5B29K21 -- Ireland Fund  

EUR 10.66  0.02  0.19%

This module allows you to check different measures of market premium for GAM Star Emerging Market Rates A EUR Acc 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

α0.06β0.042
30 days against DJI
Risk Adjusted Performance  

0.036

Jensen Alpha  

0.1018

Total Risk Alpha  

0.23

Sortino Ratio  

0.0

Treynor Ratio  

0.13

GAM Star Fundamentals

    
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GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Minimum Initial Investment10 K8.09 M
Cash Position Weight81.01 % 14.48 %
Bond Positions Weight12.51 % 14.72 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 10.94 with a coefficient of variation of 69.02. The daily time series for the period is distributed with a sample standard deviation of 5.3, arithmetic mean of 7.67, and mean deviation of 4.6. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B5B29K21

GAM Star Emerging Investor Sentiment

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