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Janus J (JANSX)On Dec 23: 26.25  Up 0.13 (0.50%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):15.22%
Worst 1 Yr Total Return (2008):-39.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticJANSXCategory
Alpha (against Standard Index)3.572.20
Beta (against Standard Index)1.020.99
Mean Annual Return-2.73-0.14
R-squared (against Standard Index)9088.76
Standard Deviation21.2121.04
Sharpe Ratio-0.13N/A
Treynor Ratio-4.92N/A
5 Years
StatisticJANSXCategory
Alpha (against Standard Index)1.360.80
Beta (against Standard Index)1.031.01
Mean Annual Return1.830.24
R-squared (against Standard Index)9086.59
Standard Deviation17.3617.50
Sharpe Ratio0.02N/A
Treynor Ratio-1.13N/A
10 Years
StatisticJANSXCategory
Alpha (against Standard Index)-1.55-0.13
Beta (against Standard Index)1.121.04
Mean Annual Return-3.010.05
R-squared (against Standard Index)8478.99
Standard Deviation19.8419.17
Sharpe Ratio-0.20N/A
Treynor Ratio-5.30N/A

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