Janus US (Ireland) Manager Performance Evaluation

F000000S56 -- Ireland Fund  

EUR 20.43  0.00  0.00%

The fund retains Market Volatility (i.e. Beta) of 0.12 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 Research current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards 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 evaluating Janus US Research technical indicators you can presently evaluate if the expected return of 0.112% will be sustainable into the future.
Horizon     30 Days    Login   to change

Janus US Research Relative Risk vs. Return Landscape

If you would invest  2,032  in Janus US Research I EUR Acc Hedged on September 22, 2018 and sell it today you would earn a total of  11.00  from holding Janus US Research I EUR Acc Hedged or generate 0.54% return on investment over 30 days. Janus US Research I EUR Acc Hedged is generating 0.112% of daily returns and assumes 0.997% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than Janus US Research I EUR Acc Hedged and 98% 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 Research I EUR Acc Hedged is expected to generate 0.94 times more return on investment than the market. However, the company is 1.06 times less risky than the market. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.21 per unit of risk.

Janus US Current Valuation

Not valued
October 22, 2018
20.43
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Janus US is Unknown risk asset. Janus US Research regular Real Value cannot be determined due to lack of data. The prevalent price of Janus US Research is €20.43. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Janus US Research from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Janus US Market Risk Analysis

Sharpe Ratio = 0.1123
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Janus US Relative Performance Indicators

Estimated Market Risk
 1.0
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.11
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
  
Based on monthly moving average Janus US is performing at about 7% 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.

Janus US Performance Rating

Janus US Research I EUR Acc Hedged Risk Adjusted Performance Analysis

7 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Janus US Research I EUR Acc Hedged are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days.

Janus US Alerts

Equity Alerts and Improvement Suggestions

Janus US Research is not yet fully synchronised with the market data
The fund retains 98.67% of its assets under management (AUM) in equities
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