Janus Selection (Ireland) Alpha and Beta Analysis Overview

F0GBR06G5K -- Ireland Fund  

USD 250.92  0.84  0.34%

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

Janus Selection Market Premiums

α0.004307β0.04
30 days against DJI
Risk Adjusted Performance  

0.509

Jensen Alpha  

1.02

Total Risk Alpha  

1.17

Sortino Ratio  

0.0

Treynor Ratio  

3.23

Janus Selection Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus Selection to competition

Janus Selection Fundamental Vs Peers

FundamentalsJanus SelectionPeer Average
Minimum Initial Investment3 K8.09 M
Cash Position Weight3.02 % 14.48 %
Equity Positions Weight50.53 % 40.68 %
Bond Positions Weight44.60 % 14.72 %

Janus Selection Opportunities

Janus Selection Return and Market Media

The median price of Janus Selection for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 248.92 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 7.26, arithmetic mean of 245.26, and mean deviation of 6.2. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR06G5K

Janus Selection Bala Investor Sentiment

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