Janus US (Ireland) Backtesting

IE00B6VJYJ47 -- Ireland Fund  

EUR 223.66  1.40  0.63%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Janus US Venture Z EUR Acc and determine expected loss or profit from investing in Janus US over given investment horizon. Please also check Janus US Hype Analysis, Janus US Correlation, Portfolio Optimization, Janus US Volatility as well as analyze Janus US Alpha and Beta and Janus US Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Janus US 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in Janus US on August 24, 2018 and sell it all today you would earn a total of 0.00 from holding Janus US Venture Z EUR Acc or generate 0.0% return on investment in Janus US over 30 days. The objective of the fund is to achieve capital appreciation investing in equity securities of small sized companies

Janus US Upside/Downside Indicators

  

Janus US Market Premium Indicators

Janus US Venture Backtested Returns

Macroaxis considers Janus US to be not too risky. Janus US Venture holds Efficiency (Sharpe) Ratio of -0.163 which attests that Janus US Venture had -0.163% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Janus US Venture exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Janus US to validate risk estimate we provide. The fund retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Janus US are completely uncorrelated. Even though it is essential to pay attention to Janus US Venture current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Janus US Venture exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Janus US Venture Z EUR Acc has no correlation between past and present. Overlapping area represents the amount of predictability between Janus US time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Janus US Venture price movement. The serial correlation of 0.0 indicates that just 0.0% of current Janus US price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test-0.5
Residual Average0.0
Price Variance1.93

Janus US Venture lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Janus US regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Janus US Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - IE00B6VJYJ47

Janus US Venture Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Janus US Venture Z EUR Acc. What is your judgment towards investing in Janus US Venture Z EUR Acc? Are you bullish or bearish?
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Please also check Janus US Hype Analysis, Janus US Correlation, Portfolio Optimization, Janus US Volatility as well as analyze Janus US Alpha and Beta and Janus US Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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