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Janus Enterprise T (JAENX)

86.91 Up 0.33(0.38%) Aug 29

Risk as of Jul 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)-0.40-6.22
Beta (against Standard Index)0.941.18
Mean Annual Return1.251.09
R-squared (against Standard Index)84.6283.80
Standard Deviation12.4115.78
Sharpe Ratio1.200.84
Treynor Ratio16.1310.82
5 Years
StatisticJAENXCategory
Alpha (against Standard Index)1.20-1.76
Beta (against Standard Index)0.971.11
Mean Annual Return1.441.38
R-squared (against Standard Index)85.9783.16
Standard Deviation13.8216.12
Sharpe Ratio1.241.03
Treynor Ratio17.9814.82
10 Years
StatisticJAENXCategory
Alpha (against Standard Index)2.550.89
Beta (against Standard Index)1.121.10
Mean Annual Return1.020.87
R-squared (against Standard Index)86.1282.42
Standard Deviation17.7017.88
Sharpe Ratio0.600.50
Treynor Ratio8.546.96