JANUS US (Ireland) Manager Performance Evaluation

1048579 -- Ireland Fund  

USD 24.77  0.21  0.85%

The entity retains Market Volatility (i.e. Beta) of 0.2503 which attests that as returns on market increase, JANUS US returns are expected to increase less than the market. However during bear market, the loss on holding JANUS US will be expected to be smaller as well.. Although it is extremely important to respect JANUS US TWEN current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining JANUS US TWEN technical indicators you can today evaluate if the expected return of 0.2138% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

JANUS US TWEN Relative Risk vs. Return Landscape

If you would invest  2,456  in JANUS US TWEN I ACC on June 16, 2018 and sell it today you would earn a total of  21.00  from holding JANUS US TWEN I ACC or generate 0.86% return on investment over 30 days. JANUS US TWEN I ACC is generating 0.2138% of daily returns and assumes 0.4275% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than JANUS US TWEN I ACC and 96% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, JANUS US TWEN I ACC is expected to generate 0.64 times more return on investment than the market. However, the company is 1.55 times less risky than the market. It trades about 0.5 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

JANUS US Market Risk Analysis

Sharpe Ratio = 0.5
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JANUS US Relative Performance Indicators

Estimated Market Risk
 0.43
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.21
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.5
  actual daily
 
 33 %
of total potential
  
Based on monthly moving average JANUS US is performing at about 33% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JANUS US by adding it to a well-diversified portfolio.

Performance Rating

JANUS US TWEN I ACC Risk Adjusted Performance Analysis
33 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in JANUS US TWEN I ACC are ranked lower than 33 (%) of all funds and portfolios of funds over the last 30 days.
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