JANUS FORTY Value At Risk
| JACTX Fund | | | USD 47.49 -1.02 -2.10% |
The Value At Risk indicator for JANUS FORTY is constructed from normalized market data. All inputs reflect available trading data across supported markets. Review
Risk vs Return Analysis for context on portfolio diversification. Portfolio-level transparency adds depth to allocation analysis. Allocation structure reflects how positions are distributed across the portfolio. This information is provided for contextual purposes. This includes a position in Janus Forty Fund. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. This summary reflects available observations without forecasting intent. 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 Forty Fund has current Value At Risk of
-2.13. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.13 | |
| ER[a] | = | Expected return on investing in JANUS FORTY |
| STD | = | Standard Deviation of JANUS FORTY |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Janus Forty Fund is rated
below average in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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