|Horizon||30 Days Login to change|
Janus Global Market Sensitivity
Janus Global Tech Technical Analysis
Janus Global Projected Return Density Against MarketAssuming 30 trading days horizon, Janus Global Tech V USD Acc has beta of -0.2064 . This indicates as returns on benchmark increase, returns on holding Janus Global are expected to decrease at a much smaller rate. During bear market, however, Janus Global Tech V USD Acc is likely to outperform the market. Moreover, Janus Global Tech V USD Acc has an alpha of 0.3124 implying that it can potentially generate 0.3124% excess return over DOW after adjusting for the inherited market risk (beta).
Janus Global Return VolatilityJanus Global Tech V USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.