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    More On JGBSX


    Janus Global Bond S (JGBSX)

    9.35 Up 0.01(0.11%) Mar 24

    Risk as of Feb 27, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2012):7.80%
    Worst 1 Yr Total Return(Dec 30, 2015):-4.27%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)-3.16-2.02
    Beta (against Standard Index)1.160.93
    Mean Annual Return-0.010.04
    R-squared (against Standard Index)57.7338.03
    Standard Deviation4.485.12
    Sharpe Ratio-0.060.20
    Treynor Ratio-0.33-1.54
    5 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)-1.53-0.94
    Beta (against Standard Index)1.150.98
    Mean Annual Return0.090.11
    R-squared (against Standard Index)56.1839.88
    Standard Deviation4.465.04
    Sharpe Ratio0.210.35
    Treynor Ratio0.721.99
    10 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)N/A-1.11
    Beta (against Standard Index)N/A1.21
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A38.50
    Standard DeviationN/A6.80
    Sharpe RatioN/A0.55
    Treynor RatioN/A3.13