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-one technical indicators for Janus US Short which you can use to evaluate future volatility of the entity. Please check out Janus US Market Risk Adjusted Performance of 5.45 and Risk Adjusted Performance of
(0.35) 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 at a much smaller rate. During bear market, Janus US is likely to outperform the market. 2 Months Beta |Analyze Janus US Short Demand TrendCheck current 30 days Janus US correlation with market (DOW)|
β = -0.0077
Janus US Central Daily Price Deviation
Janus US Short Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Janus US Projected Return Density Against MarketAssuming 30 trading days horizon, Janus US Short Term Bnd I USD has beta of -0.0077 suggesting as returns on benchmark increase, returns on holding Janus US are expected to decrease at a much smaller rate. During bear market, however, Janus US Short Term Bnd I USD is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Janus US Short is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.04|
|Beta against DOW||=||0.0077|
Janus US Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6372% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Janus US Short Term Bnd I USD. 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 Short Term Bnd I USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Janus US Short Term Bnd I USD to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Janus US to be traded at $10.85 in 30 days. . As returns on market increase, returns on owning Janus US are expected to decrease at a much smaller rate. During bear market, Janus US is likely to outperform the market.
Janus US correlation with market