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Janus Forty C (JACCX)
On
Dec 29
:
30.85
0.04
(0.13%)
MORE ON JACCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
34.87%
Worst 1 Yr Total Return
(2008)
:
-44.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
8.77
2.20
Beta (against Standard Index)
1.08
0.99
Mean Annual Return
1.22
-0.14
R-squared (against Standard Index)
75
88.76
Standard Deviation
24.69
21.04
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.97
N/A
5 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
6.46
0.80
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
6.52
0.24
R-squared (against Standard Index)
74
86.59
Standard Deviation
20.09
17.50
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.27
N/A
10 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
2.84
-0.13
Beta (against Standard Index)
0.99
1.04
Mean Annual Return
1.66
0.05
R-squared (against Standard Index)
65
78.99
Standard Deviation
19.82
19.17
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.28
N/A
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