Janus Global Allocation Fund Market Value
| JMOSX Fund | USD 13.71 0.18 1.33% |
| Symbol | Janus |
Janus Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Janus Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Janus Global.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Janus Global on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Janus Global Allocation or generate 0.0% return on investment in Janus Global over 90 days. Janus Global is related to or competes with Janus Global, Janus Global, Janus Global, Janus Global, Janus Global, Janus Global, and Janus Global. The fund seeks to achieve its investment objective by investing in other mutual funds and ETFs that represent a variety ... More
Janus Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Janus Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Janus Global Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5251 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7299 |
Janus Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Global's standard deviation. In reality, there are many statistical measures that can use Janus Global historical prices to predict the future Janus Global's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | 0.0062 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0482 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Janus Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Janus Global February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0478 | |||
| Market Risk Adjusted Performance | 0.0582 | |||
| Mean Deviation | 0.3581 | |||
| Semi Deviation | 0.4322 | |||
| Downside Deviation | 0.5251 | |||
| Coefficient Of Variation | 1382.07 | |||
| Standard Deviation | 0.4519 | |||
| Variance | 0.2042 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0062 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0482 | |||
| Maximum Drawdown | 2.01 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 0.7299 | |||
| Downside Variance | 0.2757 | |||
| Semi Variance | 0.1868 | |||
| Expected Short fall | (0.37) | |||
| Skewness | (0.35) | |||
| Kurtosis | (0.31) |
Janus Global Allocation Backtested Returns
At this stage we consider Janus Mutual Fund to be very steady. Janus Global Allocation holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Janus Global Allocation, which you can use to evaluate the volatility of the entity. Please check out Janus Global's Risk Adjusted Performance of 0.0478, market risk adjusted performance of 0.0582, and Downside Deviation of 0.5251 to validate if the risk estimate we provide is consistent with the expected return of 0.0534%. The fund retains a Market Volatility (i.e., Beta) of 0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Janus Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Janus Global is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Janus Global Allocation has average predictability. Overlapping area represents the amount of predictability between Janus Global time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Janus Global Allocation price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Janus Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Janus Mutual Fund
Janus Global financial ratios help investors to determine whether Janus Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Janus with respect to the benefits of owning Janus Global security.
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