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Janus Balanced C (JABCX)
On
Dec 24
:
24.60
0.06
(0.24%)
MORE ON JABCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JABCX
Category
Alpha (against Standard Index)
2.08
-2.96
Beta (against Standard Index)
0.79
1.07
Mean Annual Return
3.50
-0.09
R-squared (against Standard Index)
92
93.10
Standard Deviation
10.95
14.78
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.56
N/A
5 Years
Statistic
JABCX
Category
Alpha (against Standard Index)
1.27
-2.53
Beta (against Standard Index)
0.81
1.06
Mean Annual Return
5.84
0.24
R-squared (against Standard Index)
90
92.17
Standard Deviation
9.17
11.94
Sharpe Ratio
0.35
N/A
Treynor Ratio
3.54
N/A
10 Years
Statistic
JABCX
Category
Alpha (against Standard Index)
-0.99
-2.27
Beta (against Standard Index)
0.80
1.06
Mean Annual Return
3.55
0.27
R-squared (against Standard Index)
84
86.88
Standard Deviation
8.67
11.38
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.78
N/A
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