PGIM Global (Ireland) Alpha and Beta Analysis Overview

IE00BRGCKQ46 -- Ireland Fund  

CAD 1,091  0.46  0.0422%

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

PGIM Global Market Premiums

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

0.13

Jensen Alpha  

0.07

Total Risk Alpha  

0.12

Sortino Ratio  

0.0

Treynor Ratio  

2.07

PGIM Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare PGIM Global to competition

PGIM Global Fundamental Vs Peers

FundamentalsPGIM GlobalPeer Average
One Year Return7.74 % 2.30 %
Net Asset108.16 M1.37 B
Minimum Initial Investment9 M8.09 M
Cash Position Weight5.22 % 14.48 %
Bond Positions Weight68.87 % 14.72 %

PGIM Global Opportunities

PGIM Global Return and Market Media

The median price of PGIM Global for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 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 388.31, arithmetic mean of 150.75, and mean deviation of 260.38. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRGCKQ46

PGIM Global Total Investor Sentiment
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