Janus Henderson Market Risk Adjusted Performance
| HFQTX Fund | | | USD 7.64 -0.02 -0.26% |
The Market Risk Adjusted Performance profile for Janus Henderson Global is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values.
Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio structure determines how individual positions contribute to the whole. Reported data is organized for reference and does not imply a course of action. This captures an allocation to Janus Henderson Global. It is represented within the portfolio holdings. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in real.
Janus Henderson Global has current Market Risk Adjusted Performance of 0.1877.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1877 | |
| ER[a] | = | Expected return on investing in Janus Henderson |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Janus Henderson Global is rated
second in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
22.62 of Maximum Drawdown per Market Risk Adjusted Performance. At
22.62 , Janus Henderson Global's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators