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 TrendCheck current 30 days Janus Flexible correlation with market (DOW)|
β = -279.1701
Janus Flexible Central Daily Price Deviation
Janus Flexible Income Technical Analysis
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Janus Flexible Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||264.01|
|Beta against DOW||=||279.17|
Janus Flexible Return Volatilitythe 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.
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