Janus US (Ireland) Alpha and Beta Analysis Overview

F0GBR04IY6 -- Ireland Fund  

EUR 31.65  0.46  1.47%

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

Janus US Market Premiums

α0.14β1.11
30 days against DJI
Risk Adjusted Performance  

0.0766

Jensen Alpha  

0.4204

Total Risk Alpha  

0.38

Sortino Ratio  

0.0

Treynor Ratio  

0.26

Janus US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus US to competition

Janus US Fundamental Vs Peers

FundamentalsJanus USPeer Average
Minimum Initial Investment2.5 K8.09 M
Equity Positions Weight98.99 % 40.68 %

Janus US Opportunities

Janus US Return and Market Media

The median price of Janus US for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 29.47 with a coefficient of variation of 83.86. The daily time series for the period is distributed with a sample standard deviation of 15.27, arithmetic mean of 18.21, and mean deviation of 14.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR04IY6

Janus US Twenty Investor Sentiment

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