Janus US (Ireland) Alpha and Beta Analysis Overview

F0GBR04J1E -- Ireland Fund  

USD 11.01  0.00  0.00%

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 Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Janus US Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.08

Total Risk Alpha  

0.19

Sortino Ratio  

0.0

Treynor Ratio  

1.89

Janus US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus US to competition

Janus US Fundamental Vs Peers

FundamentalsJanus USPeer Average
Minimum Initial Investment1000 K8.09 M
Last Dividend Paid0.021.05
Cash Position Weight16.60 % 14.48 %
Bond Positions Weight83.03 % 14.72 %

Janus US Opportunities

Janus US Return and Market Media

The median price of Janus US for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 10.99 with a coefficient of variation of 69.93. The daily time series for the period is distributed with a sample standard deviation of 5.27, arithmetic mean of 7.54, and mean deviation of 4.8. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR04J1E

Janus US Short Investor Sentiment

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