Janus US (Ireland) Risk Analysis And Volatility Evaluation

F00000QM83 -- Ireland Fund  

 17.66  0.13  0.74%

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 US Twenty which you can use to evaluate future volatility of the entity. Please check out Janus US Coefficient Of Variation of 439.07, Market Risk Adjusted Performance of 0.53 and Risk Adjusted Performance of 0.2406 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus US Market Sensitivity

As returns on market increase, returns on owning Janus US are expected to decrease by larger amounts. On the other hand, during market turmoil, Janus US is expected to significantly outperform it.
One Month Beta |Analyze Janus US Twenty Demand Trend
Check current 30 days Janus US correlation with market (DOW)
β = -1.6566
Janus US Large Negative BetaJanus US Twenty Beta Legend

Janus US Twenty Technical Analysis

Transformation
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Janus US Projected Return Density Against Market

Assuming 30 trading days horizon, Janus US Twenty U EUR Acc Hedged has beta of -1.6566 suggesting as returns on its benchmark rise, returns on holding Janus US Twenty U EUR Acc Hedged are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Janus US is expected to outperform its benchmark. Moreover, Janus US Twenty U EUR Acc Hedged has an alpha of 0.6412 implying that it can potentially generate 0.6412% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.64
β
Beta against DOW=1.66
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

Janus US Return Volatility

Janus US Twenty U EUR Acc Hedged accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Janus US Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 9.223372036854776E16 times more volatile than Janus US Twenty U EUR Acc Hedged. 0% of all equities and portfolios are less risky than Janus US. Compared to the overall equity markets, volatility of historical daily returns of Janus US Twenty U EUR Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus US Twenty U EUR Acc Hedged to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Janus US to be traded at 19.43 in 30 days. As returns on market increase, returns on owning Janus US are expected to decrease by larger amounts. On the other hand, during market turmoil, Janus US is expected to significantly outperform it.

Janus US correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Janus US Twenty U EUR Acc Hedg and equity matching DJI index in the same portfolio.

Janus US Volatility Indicators

Janus US Twenty U EUR Acc Hedged Current Risk Indicators

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