Janus Global (Ireland) Alpha and Beta Analysis Overview

F00000UL9Q -- Ireland Fund  

GBp 904.00  0.00  0.00%

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

Janus Global Market Premiums

α0.06β0.0217
30 days against DJI
Risk Adjusted Performance  

0.35

Jensen Alpha  

0.09

Total Risk Alpha  

0.038434

Sortino Ratio  

0.0

Treynor Ratio  

1.05

Janus Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus Global to competition

Janus Global Fundamental Vs Peers

FundamentalsJanus GlobalPeer Average
Minimum Initial Investment2.5 K8.09 M
Last Dividend Paid0.021.05
Cash Position Weight21.56 % 14.48 %
Equity Positions Weight16.91 % 40.68 %
Bond Positions Weight60.62 % 14.72 %

Janus Global Opportunities

Janus Global Return and Market Media

The median price of Janus Global for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 0.0 with a coefficient of variation of 112.13. The daily time series for the period is distributed with a sample standard deviation of 462.77, arithmetic mean of 412.73, and mean deviation of 450.25. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000UL9Q

Janus Global Uncons Investor Sentiment

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