JANUS MULTI-SECTOR Market Risk Adjusted Performance
| JMUSX Fund | | | USD 8.65 -0.02 -0.23% |
Historical market data for Janus Multi Sector Income forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values.
Risk vs Return Analysis provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. The holding in Janus Multi Sector Income represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. The information is presented without directional commentary. 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 population.
Janus Multi Sector Income has current Market Risk Adjusted Performance of
-0.20.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in JANUS MULTI-SECTOR |
| 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 Multi Sector Income is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators