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Janus Enterprise T (JAENX)

89.63 Up 0.59(0.66%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up16
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):121.90%
Worst 1 Yr Total Return(Dec 30, 2008):-43.13%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJAENXCategory
Alpha (against Standard Index)-0.01-4.86
Beta (against Standard Index)0.921.12
Mean Annual Return1.431.33
R-squared (against Standard Index)74.4273.14
Standard Deviation9.7011.97
Sharpe Ratio1.761.35
Treynor Ratio19.4614.75
5 Years
StatisticJAENXCategory
Alpha (against Standard Index)1.33-1.61
Beta (against Standard Index)0.971.11
Mean Annual Return1.431.38
R-squared (against Standard Index)86.8683.40
Standard Deviation13.6516.02
Sharpe Ratio1.251.04
Treynor Ratio18.0614.89
10 Years
StatisticJAENXCategory
Alpha (against Standard Index)2.160.56
Beta (against Standard Index)1.121.11
Mean Annual Return1.000.86
R-squared (against Standard Index)86.3082.88
Standard Deviation17.7417.92
Sharpe Ratio0.590.50
Treynor Ratio8.436.90