Janus US (Ireland) Alpha and Beta Analysis Overview

IE00B6VJYJ47 -- Ireland Fund  

EUR 215.91  4.08  1.85%

This module allows you to check different measures of market premium for Janus US Venture Z EUR Acc as well as systematic risk associated with investing in Janus US over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Janus US Market Premiums

α0.17β0.0381
30 days against DJI
Risk Adjusted Performance  

0.1834

Jensen Alpha  

0.3759

Total Risk Alpha  

0.0882

Sortino Ratio  

0.0

Treynor Ratio  

1.83

Janus US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus US to competition

Janus US Fundamental Vs Peers

FundamentalsJanus USPeer Average
Price to Earning24.67 times7.60 times
Price to Book3.44 times1.04 times
Price to Sales1.97 times1.03 times
One Year Return51.80 % 2.30 %
Net Asset229.05 M1.37 B
Minimum Initial Investment15 M8.09 M
Cash Position Weight2.43 % 14.48 %

Janus US Opportunities

Janus US Return and Market Media

The median price of Janus US for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 0.0 with a coefficient of variation of 135.46. The daily time series for the period is distributed with a sample standard deviation of 99.37, arithmetic mean of 73.35, and mean deviation of 93.36. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B6VJYJ47

Janus US Venture Investor Sentiment
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