Janus US (Ireland) Alpha and Beta Analysis Overview

F0GBR04J1E -- Ireland Fund  

USD 10.99  0.02  0.18%

This module allows you to check different measures of market premium for Janus US Short Term Bnd I USD as well as systematic risk associated with investing in Janus US over a specified time horizon. Additionally see Janus US Backtesting, Portfolio Optimization, Janus US Correlation, Janus US Hype Analysis, Janus US Volatility, Janus US History and analyze Janus US Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Janus US Market Premiums

α0.04β0.01
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.09

Total Risk Alpha  

0.15

Sortino Ratio  

0.0

Treynor Ratio  

5.41

Janus US expected buy-and-hold returns

Janus US Market Price Analysis

Janus US Return and Market Media

The median price of Janus US for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 11.15999985 with a coefficient of variation of 48.26. The daily time series for the period is distributed with a sample standard deviation of 4.39, arithmetic mean of 9.09, and mean deviation of 3.31. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR04J1E

Janus US Short Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Janus US Short Term Bnd I USD. What is your judgment towards investing in Janus US Short Term Bnd I USD? Are you bullish or bearish?
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