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    Janus Enterprise T (JAENX)

    94.50 Up 0.01(0.01%) Jul 29

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up18
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):42.90%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.13%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJAENXCategory
    Alpha (against Standard Index)2.07-3.22
    Beta (against Standard Index)0.881.03
    Mean Annual Return1.030.73
    R-squared (against Standard Index)80.6474.64
    Standard Deviation10.9913.45
    Sharpe Ratio1.110.66
    Treynor Ratio14.048.03
    5 Years
    StatisticJAENXCategory
    Alpha (against Standard Index)0.38-4.96
    Beta (against Standard Index)0.931.13
    Mean Annual Return0.980.73
    R-squared (against Standard Index)83.9581.76
    Standard Deviation12.2915.12
    Sharpe Ratio0.950.59
    Treynor Ratio12.347.09
    10 Years
    StatisticJAENXCategory
    Alpha (against Standard Index)2.02-0.72
    Beta (against Standard Index)1.081.08
    Mean Annual Return0.910.69
    R-squared (against Standard Index)86.1283.15
    Standard Deviation17.7118.15
    Sharpe Ratio0.560.40
    Treynor Ratio8.175.44