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Janus Venture T (JAVTX)

66.13 Up 0.02(0.03%) Aug 22

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up23
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):140.71%
Worst 1 Yr Total Return(Dec 30, 2008):-51.43%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJAVTXCategory
Alpha (against Standard Index)-2.60-8.10
Beta (against Standard Index)1.101.28
Mean Annual Return1.281.08
R-squared (against Standard Index)81.5578.10
Standard Deviation14.8517.78
Sharpe Ratio1.030.74
Treynor Ratio13.889.48
5 Years
StatisticJAVTXCategory
Alpha (against Standard Index)1.90-2.57
Beta (against Standard Index)1.061.20
Mean Annual Return1.621.44
R-squared (against Standard Index)77.9076.59
Standard Deviation15.8618.14
Sharpe Ratio1.220.95
Treynor Ratio18.5214.02
10 Years
StatisticJAVTXCategory
Alpha (against Standard Index)2.340.37
Beta (against Standard Index)1.191.19
Mean Annual Return1.040.88
R-squared (against Standard Index)78.0279.47
Standard Deviation19.8119.60
Sharpe Ratio0.550.46
Treynor Ratio7.946.24