Kames Abs (Ireland) Alpha and Beta Analysis Overview

IE00BVVQ0700 -- Ireland Fund  

GBp 1,037  1.00  0.1%

This module allows you to check different measures of market premium for Kames Abs Ret Bd Glbl C GBP Acc as well as systematic risk associated with investing in Kames Abs over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Kames Abs Market Premiums

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

0.06

Jensen Alpha  

0.011013

Total Risk Alpha  

0.0113

Sortino Ratio  

0.0

Treynor Ratio  

1.32

Kames Abs Fundamentals

    
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Kames Abs Fundamental Vs Peers

FundamentalsKames AbsPeer Average
Minimum Initial Investment250 K8.09 M
Cash Position Weight61.24 % 14.48 %
Equity Positions Weight0.90 % 40.68 %
Bond Positions Weight24.77 % 14.72 %

Kames Abs Opportunities

Kames Abs Return and Market Media

The median price of Kames Abs for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 1034.0 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 530.19, arithmetic mean of 518.0, and mean deviation of 518.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BVVQ0700

Kames Abs Ret Investor Sentiment

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