Janus US (Ireland) Manager Performance Evaluation

F00000QM83 -- Ireland Fund  

EUR 16.02  0.11  0.69%

The fund retains Market Volatility (i.e. Beta) of 0.514 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.. Even though it is essential to pay attention to Janus US Twenty current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Janus US Twenty exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Janus US Twenty Relative Risk vs. Return Landscape

If you would invest  1,631  in Janus US Twenty U EUR Acc Hedged on November 16, 2018 and sell it today you would lose (29.00)  from holding Janus US Twenty U EUR Acc Hedged or give up 1.78% of portfolio value over 30 days. Janus US Twenty U EUR Acc Hedged is generating negative expected returns and assumes 4.0794% volatility on return distribution over the 30 days horizon. Simply put, 36% of equities are less volatile than Janus US Twenty U EUR Acc Hedged and 99% 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 Twenty U EUR Acc Hedged is expected to under-perform the market. In addition to that, the company is 3.16 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of volatility.

Janus US Current Valuation

Not valued
December 16, 2018
16.02
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Janus US is Unknown risk asset. Janus US Twenty regular Real Value cannot be determined due to lack of data. The prevalent price of Janus US Twenty is €16.02. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Janus US Twenty 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 = -0.0711
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Janus US Relative Performance Indicators

Estimated Market Risk
 4.08
  actual daily
 
 36 %
of total potential
 
36
Expected Return
 -0.29
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.07
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Janus US is performing at about 0% 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 Twenty U EUR Acc Hedged Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Janus US Twenty U EUR Acc Hedged has generated negative risk-adjusted returns adding no value to fund investors.

Janus US Alerts

Equity Alerts and Improvement Suggestions

Janus US Twenty is not yet fully synchronised with the market data
Janus US Twenty generates negative expected return over the last 30 days
Janus US Twenty has high historical volatility and very poor performance
The fund retains 98.99% of its assets under management (AUM) in equities

Janus US Performance Indicators

Janus US Twenty Basic Price Performance Measures

Fifty Two Week Low14.9100
Fifty Two Week High14.9100
Annual Report Expense Ratio1.00%
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