BrandywineGLOBAL Alpha and Beta Analysis Overview

LGOCX -- USA Fund  

USD 10.01  0.03  0.30%

This module allows you to check different measures of market premium for BrandywineGLOBAL Global Opp Bond C as well as systematic risk associated with investing in BrandywineGLOBAL over a specified time horizon. Please see also BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History and analyze BrandywineGLOBAL Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

BrandywineGLOBAL Market Premiums

α0.08β0.49
30 days against DJI
Risk Adjusted Performance  

0.001486

Jensen Alpha  

0.023649

Total Risk Alpha  

0.12

Sortino Ratio  

0.0

Treynor Ratio  

0.12

BrandywineGLOBAL expected buy-and-hold returns

BrandywineGLOBAL Market Price Analysis

BrandywineGLOBAL Return and Market Media

The median price of BrandywineGLOBAL for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 9.99 with a coefficient of variation of 0.8. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 9.98, and mean deviation of 0.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - LGOCX

BrandywineGLOBAL Global Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in BrandywineGLOBAL Global Opp Bond C. What is your opinion about investing in BrandywineGLOBAL Global Opp Bond C? Are you bullish or bearish?
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Please see also BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History and analyze BrandywineGLOBAL Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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