Janus Flexible (Ireland) Alpha and Beta Analysis Overview

F00000PAE2 -- Ireland Fund  

GBp 1,059  1.00  0.09%

This module allows you to check different measures of market premium for Janus Flexible Income U GBP Acc Hedged as well as systematic risk associated with investing in Janus Flexible over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Janus Flexible Market Premiums

α0.17β0.0233
30 days against DJI
Risk Adjusted Performance  

0.1123

Jensen Alpha  

510.24

Total Risk Alpha  

198.92

Sortino Ratio  

0.0

Treynor Ratio  

0.90

Janus Flexible Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus Flexible to competition

Janus Flexible Fundamental Vs Peers

FundamentalsJanus FlexiblePeer Average
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight2.87 % 14.48 %
Equity Positions Weight0.30 % 40.68 %
Bond Positions Weight95.82 % 14.72 %

Janus Flexible Opportunities

Janus Flexible Return and Market Media

The median price of Janus Flexible for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 1063.0 with a coefficient of variation of 101.21. The daily time series for the period is distributed with a sample standard deviation of 542.45, arithmetic mean of 535.94, and mean deviation of 529.97. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PAE2

Janus Flexible Income Investor Sentiment

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