Janus Henderson Risk Adjusted Performance

JSML Etf  USD 70.48  0.25  0.36%   
The Risk Adjusted Performance calculation for Janus Henderson draws on price and volume history. Each data point is derived from standardized price and volume feeds. Use Risk vs Return Analysis to better understand diversified portfolio construction. This information is provided for contextual purposes. Including Janus Henderson Small in a portfolio enables allocation and risk analysis. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Janus Henderson Small's etf valuation — related indicators include signals in state.
Janus Henderson Small has current Risk Adjusted Performance of -0.03.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
-0.03
ER[a] = Expected return on investing in Janus Henderson
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Janus Henderson Small is rated below average for risk adjusted performance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group .
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