Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BZ1NPT63 -- Ireland Fund  

GBp 15,246  85.00  0.56%

This module allows you to check different measures of market premium for Legg Mason CB US Eq SL X GBP Acc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Run Premiums

Legg Mason Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Legg Mason Fundamentals

 Better Than Average     
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment3 M8.09 M
Cash Position Weight31.73 % 14.48 %
Equity Positions Weight68.28 % 40.68 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Sun, Jul 15, 2018 and Tue, Aug 14, 2018 is 0.0 with a coefficient of variation of 165.74. The daily time series for the period is distributed with a sample standard deviation of 6568.42, arithmetic mean of 3963.12, and mean deviation of 5712.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
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