Janus US (Ireland) Alpha and Beta Analysis Overview

F0GBR04IY6 -- Ireland Fund  

EUR 31.09  0.22  0.71%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Janus US Market Premiums

α0.24β0.0059
30 days against DJI
Risk Adjusted Performance  

0.1416

Jensen Alpha  

0.5249

Total Risk Alpha  

0.1183

Sortino Ratio  

0.0

Treynor Ratio  

0.7938

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 Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 28.78 with a coefficient of variation of 82.88. The daily time series for the period is distributed with a sample standard deviation of 15.27, arithmetic mean of 18.43, and mean deviation of 13.82. 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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