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 Dow Down0.42% Nasdaq Down0.39%

Janus Enterprise T (JAENX)

83.39 Down 0.25(0.30%) Aug 1

Risk as of Jun 29, 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
Alpha (against Standard Index)-1.34-5.92
Beta (against Standard Index)0.951.18
Mean Annual Return1.171.09
R-squared (against Standard Index)83.8383.94
Standard Deviation12.7515.80
Sharpe Ratio1.100.84
Treynor Ratio14.7610.82
5 Years
Alpha (against Standard Index)1.58-1.38
Beta (against Standard Index)0.981.10
Mean Annual Return1.621.57
R-squared (against Standard Index)86.4683.46
Standard Deviation14.1016.24
Sharpe Ratio1.371.16
Treynor Ratio20.4817.24
10 Years
Alpha (against Standard Index)2.280.76
Beta (against Standard Index)1.121.11
Mean Annual Return0.980.85
R-squared (against Standard Index)86.0482.42
Standard Deviation17.8418.00
Sharpe Ratio0.570.48
Treynor Ratio8.046.61