JANUS BALANCED Value At Risk
| JBALX Fund | | | USD 45.93 -0.54 -1.16% |
The Value At Risk calculation for JANUS BALANCED draws on price and volume history. Each data point is derived from standardized price and volume feeds.
Risk vs Return Analysis provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This view summarizes available data without implying outcomes. The allocation includes a position in Janus Balanced Fund. It is distributed across the allocation. The weighting is determined by the allocation framework in use. 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 state.
Janus Balanced Fund has current Value At Risk of
-1.08. 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)) |
| = | -1.08 | |
| ER[a] | = | Expected return on investing in JANUS BALANCED |
| STD | = | Standard Deviation of JANUS BALANCED |
| 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 Balanced Fund is rated
third 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.
Compare JANUS BALANCED to Peers
Other Technical Indicators