Man GLG (Ireland) Alpha and Beta Analysis Overview

IE00B5MLB684 -- Ireland Fund  

EUR 100.81  0.19  0.19%

This module allows you to check different measures of market premium for Man GLG European Equity Alt IN H SEK as well as systematic risk associated with investing in Man GLG over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Man GLG Market Premiums

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

0.0073

Jensen Alpha  

0.0105

Total Risk Alpha  

0.023664

Sortino Ratio  

0.0

Treynor Ratio  

0.0057

Man GLG Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Man GLG to competition

Man GLG Fundamental Vs Peers

FundamentalsMan GLGPeer Average
One Year Return(7.97) % 2.30 %
Three Year Return0.81 % 3.97 %
Net Asset1.32 B1.37 B
Minimum Initial Investment500 K8.09 M

Man GLG Opportunities

Man GLG Return and Market Media

The median price of Man GLG for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 100.62 with a coefficient of variation of 92.8. The daily time series for the period is distributed with a sample standard deviation of 51.41, arithmetic mean of 55.4, and mean deviation of 49.86. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B5MLB684

Man GLG European Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Man GLG European Equity Alt IN H SEK. What is your trading attitude regarding investing in Man GLG European Equity Alt IN H SEK? Are you bullish or bearish?
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