Janus Flexible (Ireland) Risk Analysis And Volatility Evaluation

F00000PAE2 -- Ireland Fund  

GBp 1,059  1.00  0.09%

Macroaxis considers Janus Flexible to be unknown risk. Janus Flexible Income holds Efficiency (Sharpe) Ratio of -0.5 which attests that Janus Flexible Income had -0.5% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Janus Flexible Income exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Janus Flexible Market Risk Adjusted Performance of 0.23 and Risk Adjusted Performance of 0.0942 to validate risk estimate we provide.
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.
One Month Beta |Analyze Janus Flexible Income Demand Trend
Check current 30 days Janus Flexible correlation with market (DOW)
β = -1852.9972
Janus Flexible Large Negative BetaJanus Flexible Income Beta Legend

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 -1852.9972 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, Janus Flexible Income U GBP Acc Hedged has an alpha of 609.0857 implying that it can potentially generate 609.0857% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Janus Flexible is -200.0. The daily returns are destributed with a variance of 0.31 and standard deviation of 0.56. The mean deviation of Janus Flexible Income U GBP Acc Hedged is currently at 0.42. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=609.09
β
Beta against DOW=1,853
σ
Overall volatility
=0.56
Ir
Information ratio =0.21

Janus Flexible Return Volatility

Janus Flexible Income U GBP Acc Hedged accepts 0.5608% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% 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 a volatility of 0.56 and is 1.33 times more volatile than DOW. 5% 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 5 (%) of all global equities and portfolios over the last 30 days. Use Janus Flexible Income U GBP Acc Hedged to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Janus Flexible to be traded at p;1111.95 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

Very 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

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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