Spinnaker Emerg (Ireland) Alpha and Beta Analysis Overview

    IE00BXQ9NT15 -- Ireland Fund  

    GBp 10,034  0.00  0.00%

    This module allows you to check different measures of market premium for Spinnaker Emerg Mkts Macro S1 GBP as well as systematic risk associated with investing in Spinnaker Emerg over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Spinnaker Emerg Market Premiums

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

    0.0941

    Jensen Alpha  

    542.18

    Total Risk Alpha  

    44.14

    Sortino Ratio  

    344.69

    Treynor Ratio  

    0.45

    Spinnaker Emerg Fundamentals

    Spinnaker Emerg Opportunities

    Spinnaker Emerg Return and Market Media

    The median price of Spinnaker Emerg for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 104.67 with a coefficient of variation of 162.17. The daily time series for the period is distributed with a sample standard deviation of 4532.1, arithmetic mean of 2794.66, and mean deviation of 3943.91. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BXQ9NT15

    Spinnaker Emerg Mkts Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in Spinnaker Emerg Mkts Macro S1 GBP. What is your outlook on investing in Spinnaker Emerg Mkts Macro S1 GBP? Are you bullish or bearish?
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