• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.49% Nasdaq Up0.88%

    Janus Balanced D (JANBX)

    28.99 Up 0.10(0.35%) Oct 21

    Risk as of Sep 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up19
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2009):24.28%
    Worst 1 Yr Total Return(Dec 30, 2008):-15.22%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.560.00
    Beta (against Standard Index)0.991.04
    Mean Annual Return0.490.46
    R-squared (against Standard Index)87.2890.52
    Standard Deviation7.047.30
    Sharpe Ratio0.810.76
    Treynor Ratio5.705.23
    5 Years
    Alpha (against Standard Index)1.510.36
    Beta (against Standard Index)1.001.03
    Mean Annual Return0.830.76
    R-squared (against Standard Index)90.7391.84
    Standard Deviation7.537.80
    Sharpe Ratio1.311.18
    Treynor Ratio10.108.92
    10 Years
    Alpha (against Standard Index)1.83-0.80
    Beta (against Standard Index)0.881.07
    Mean Annual Return0.610.47
    R-squared (against Standard Index)91.1593.59
    Standard Deviation9.1810.92
    Sharpe Ratio0.700.45
    Treynor Ratio7.124.15