Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 7, 2009, 3:26AM ET - U.S. Markets open in 6 hours and 4 minutes.
Dow
0.22%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Janus Global Life Sciences J (JAGLX)
On
Dec 4
:
21.23
0.04
(0.19%)
MORE ON JAGLX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
22.53%
Worst 1 Yr Total Return
(2008)
:
-28.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JAGLX
Category
Alpha (against Standard Index)
4.10
2.21
Beta (against Standard Index)
0.73
0.72
Mean Annual Return
-0.79
-0.08
R-squared (against Standard Index)
63
62.22
Standard Deviation
18.01
18.26
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.39
N/A
5 Years
Statistic
JAGLX
Category
Alpha (against Standard Index)
3.35
2.35
Beta (against Standard Index)
0.74
0.73
Mean Annual Return
4.22
0.36
R-squared (against Standard Index)
59
57.56
Standard Deviation
15.33
15.68
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.62
N/A
10 Years
Statistic
JAGLX
Category
Alpha (against Standard Index)
6.49
6.46
Beta (against Standard Index)
0.53
0.61
Mean Annual Return
5.16
0.65
R-squared (against Standard Index)
11
28.51
Standard Deviation
25.06
19.99
Sharpe Ratio
0.21
N/A
Treynor Ratio
4.11
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center