JANUS MULTI-SECTOR Total Risk Alpha
| JMUSX Fund | | | USD 8.68 -0.04 -0.46% |
The Total Risk Alpha lookup presents technical context for Janus Multi Sector Income and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Risk vs Return Analysis provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Janus Multi Sector Income within the portfolio mix. 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 Total Risk Alpha of 0.0041. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0041 | |
| ER[a] | = | Expected return on investing in JANUS MULTI-SECTOR |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JANUS MULTI-SECTOR |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JANUS MULTI-SECTOR Total Risk Alpha Peers Comparison
JANUS Total Risk Alpha Relative To Other Indicators
Janus Multi Sector Income is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
196.10 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Janus Multi Sector Income is roughly
196.10 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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