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Janus Forty C (JACCX)
On
Feb 9
:
29.18
0.33
(1.14%)
MORE ON JACCX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
42.77%
Worst 1 Yr Total Return
(2008)
:
-44.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
9.14
2.46
Beta (against Standard Index)
1.09
1.00
Mean Annual Return
-0.15
-0.25
R-squared (against Standard Index)
76
88.93
Standard Deviation
24.89
21.28
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.96
N/A
5 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
6.41
0.97
Beta (against Standard Index)
1.08
1.01
Mean Annual Return
5.89
0.20
R-squared (against Standard Index)
74
86.48
Standard Deviation
20.03
17.57
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.77
N/A
10 Years
Statistic
JACCX
Category
Alpha (against Standard Index)
1.06
-0.87
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-0.13
-0.04
R-squared (against Standard Index)
68
79.67
Standard Deviation
18.68
18.78
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.08
N/A
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