Janus Flexible (Ireland) Risk Analysis And Volatility

F00000PAE2 -- Ireland Fund  

GBp 1,056  4.00  0.38%

Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Janus Flexible Income which you can use to evaluate future volatility of the entity. Please check out Janus Flexible Risk Adjusted Performance of 0.1127, Market Risk Adjusted Performance of (0.77) and Coefficient Of Variation of 663.42 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus Flexible Market Sensitivity

As returns on market increase, returns on owning Janus Flexible are expected to decrease by larger amounts. On the other hand, during market turmoil, Janus Flexible is expected to significantly outperform it.
2 Months Beta |Analyze Janus Flexible Income Demand Trend
Check current 30 days Janus Flexible correlation with market (DOW)
β = -279.1701

Janus Flexible Central Daily Price Deviation

Janus Flexible Income Technical Analysis

Transformation
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Janus Flexible Projected Return Density Against Market

Assuming 30 trading days horizon, Janus Flexible Income U GBP Acc Hedged has beta of -279.1701 suggesting as returns on its benchmark rise, returns on holding Janus Flexible Income U GBP Acc Hedged are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Janus Flexible is expected to outperform its benchmark. In addition to that, The company has an alpha of 264.0144 implying that it can potentially generate 264.0144% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=264.01
β
Beta against DOW=279.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

Janus Flexible Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus Flexible Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus Flexible Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Janus Flexible Income U GBP Acc Hedged. 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. Use Janus Flexible Income U GBP Acc Hedged to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Janus Flexible to be traded at p;1045.44 in 30 days. . As returns on market increase, returns on owning Janus Flexible are expected to decrease by larger amounts. On the other hand, during market turmoil, Janus Flexible is expected to significantly outperform it.

Janus Flexible correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus Flexible Income U GBP Ac and equity matching DJI index in the same portfolio.

Janus Flexible Volatility Indicators

Janus Flexible Income U GBP Acc Hedged Current Risk Indicators

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