Janus Balanced (Ireland) Alpha and Beta Analysis Overview

IE00BFSS8623 -- Ireland Fund  

CAD 13.45  0.00  0.00%

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

Janus Balanced Market Premiums

α0.23β0.02
30 days against DJI
Risk Adjusted Performance  

0.028

Jensen Alpha  

0.0116

Total Risk Alpha  

0.1679

Sortino Ratio  

0.163

Treynor Ratio  

0.64

Janus Balanced Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Janus Balanced to competition

Janus Balanced Fundamental Vs Peers

FundamentalsJanus BalancedPeer Average
Minimum Initial Investment1000 K8.09 M
Cash Position Weight2.02 % 14.48 %
Equity Positions Weight58.71 % 40.68 %
Bond Positions Weight38.77 % 14.72 %

Janus Balanced Opportunities

Janus Balanced Return and Market Media

The median price of Janus Balanced for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 12.68 with a coefficient of variation of 69.93. The daily time series for the period is distributed with a sample standard deviation of 6.1, arithmetic mean of 8.73, and mean deviation of 5.55. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BFSS8623

Janus Balanced I Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Janus Balanced I CAD Acc Hedged. What is your judgment towards investing in Janus Balanced I CAD Acc Hedged? Are you bullish or bearish?
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