Janus Flexible (Ireland) Risk Analysis And Volatility Evaluation

F00000PAE2 -- Ireland Fund  

GBp 1,066  0.00  0.00%

Our philosophy towards determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found nineteen technical indicators for Janus Flexible Income which you can use to evaluate future volatility of the entity. Please check out Janus Flexible Coefficient Of Variation of 469.06 and Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Janus Flexible Income Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Flexible has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Janus Flexible are completely uncorrelated. Furthermore, Janus Flexible Income U GBP Acc HedgedIt does not look like Janus Flexible alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Janus Flexible Income U GBP Acc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Flexible Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Janus Flexible Investment Opportunity
Janus Flexible Income U GBP Acc Hedged has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Janus Flexible. Compared to the overall equity markets, volatility of historical daily returns of Janus Flexible Income U GBP Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Janus Flexible Current Risk Indicators

Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.