Janus Balanced (Ireland) Manager Performance Evaluation

IE00BFSS8623 -- Ireland Fund  

CAD 13.45  0.00  0.00%

The fund retains Market Volatility (i.e. Beta) of -0.0248 which attests that as returns on market increase, returns on owning Janus Balanced are expected to decrease at a much smaller rate. During bear market, Janus Balanced is likely to outperform the market.. Even though it is essential to pay attention to Janus Balanced I 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 Balanced I exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Janus Balanced I Relative Risk vs. Return Landscape

If you would invest  1,354  in Janus Balanced I CAD Acc Hedged on September 22, 2018 and sell it today you would lose (9.00)  from holding Janus Balanced I CAD Acc Hedged or give up 0.66% of portfolio value over 30 days. Janus Balanced I CAD Acc Hedged is generating negative expected returns and assumes 0.3838% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than Janus Balanced I CAD 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 Balanced I CAD Acc Hedged is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.76 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.19 of returns per unit of risk over similar time horizon.

Janus Balanced Current Valuation

Not valued
October 22, 2018
13.45
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Janus Balanced is Unknown risk asset. Janus Balanced I regular Real Value cannot be determined due to lack of data. The prevalent price of Janus Balanced I is C$13.45. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Janus Balanced I 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 Balanced Market Risk Analysis

Sharpe Ratio = -0.5774
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Janus Balanced Relative Performance Indicators

Estimated Market Risk
 0.38
  actual daily
 
 97 %
of total potential
  
Expected Return
 -0.22
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Janus Balanced 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 Balanced by adding it to a well-diversified portfolio.

Janus Balanced Performance Rating

Janus Balanced I CAD Acc Hedged Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Janus Balanced I CAD Acc Hedged has generated negative risk-adjusted returns adding no value to fund investors.

Janus Balanced Alerts

Equity Alerts and Improvement Suggestions

Janus Balanced I is not yet fully synchronised with the market data
Janus Balanced I generates negative expected return over the last 30 days
The fund retains about 38.77% of its assets under management (AUM) in fixed income securities
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