Janus US (Ireland) Risk Analysis And Volatility Evaluation

IE00B6VJYJ47 -- Ireland Fund  

EUR 217.99  3.34  1.51%

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 Venture which you can use to evaluate future volatility of the entity. Please check out Janus US to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Janus US Venture Technical Analysis

Transformation
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 Market

Assuming 30 trading days horizon, Janus US has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Janus US are completely uncorrelated. Furthermore, Janus US Venture Z EUR AccIt does not look like Janus US alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Janus US Return Volatility

Janus US Venture Z EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Janus US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Janus US Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than Janus US Venture Z EUR Acc. 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 Venture Z EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Janus US Volatility Indicators

Janus US Venture Z EUR Acc Current Risk Indicators

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