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 Balanced I which you can use to evaluate future volatility of the entity. Please check out Janus Balanced to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Janus Balanced I Technical Analysis
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Janus Balanced Projected Return Density Against MarketAssuming 30 trading days horizon, Janus Balanced has beta of 0.0 . This indicates the returns on DOW and Janus Balanced do not appear to be sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Janus Balanced is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Janus Balanced I CAD Acc Hedged is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Janus Balanced Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.644% risk (volatility on return distribution) over the 30 days horizon.
Janus Balanced Investment Opportunity
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Janus Balanced I CAD Acc Hedged. 0% of all equities and portfolios are less risky than Janus Balanced. Compared to the overall equity markets, volatility of historical daily returns of Janus Balanced I CAD Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Janus Balanced Current Risk Indicators
Janus Balanced Suggested Diversification Pairs