Waverton Global (Ireland) Alpha and Beta Analysis Overview

IE00BQ1KPV61 -- Ireland Fund  

EUR 9.95  0.02  0.20%

This module allows you to check different measures of market premium for Waverton Global Bond I EUR Hedge Acc as well as systematic risk associated with investing in Waverton Global over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Waverton Global Market Premiums

α0.045481β0.33
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.048134

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

2.59

Waverton Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Waverton Global to competition

Waverton Global Fundamental Vs Peers

FundamentalsWaverton GlobalPeer Average
Minimum Initial Investment1.5 K8.09 M
Cash Position Weight19.54 % 14.48 %
Equity Positions Weight2.24 % 40.68 %
Bond Positions Weight78.22 % 14.72 %

Waverton Global Opportunities

Waverton Global Return and Market Media

The median price of Waverton Global for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 0.0 with a coefficient of variation of 257.59. The daily time series for the period is distributed with a sample standard deviation of 3.5, arithmetic mean of 1.36, and mean deviation of 2.35. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BQ1KPV61

Waverton Global Bond Investor Sentiment
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