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    Janus Venture T (JAVTX)

    60.11 Down 0.47(0.78%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up24
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):55.75%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.43%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJAVTXCategory
    Alpha (against Standard Index)-2.04-5.15
    Beta (against Standard Index)1.101.06
    Mean Annual Return0.910.62
    R-squared (against Standard Index)66.9258.53
    Standard Deviation15.2015.84
    Sharpe Ratio0.720.47
    Treynor Ratio9.316.03
    5 Years
    StatisticJAVTXCategory
    Alpha (against Standard Index)-2.16-6.30
    Beta (against Standard Index)1.131.20
    Mean Annual Return0.920.64
    R-squared (against Standard Index)78.4773.58
    Standard Deviation15.5517.09
    Sharpe Ratio0.710.46
    Treynor Ratio9.115.48
    10 Years
    StatisticJAVTXCategory
    Alpha (against Standard Index)0.33-1.77
    Beta (against Standard Index)1.171.15
    Mean Annual Return0.790.60
    R-squared (against Standard Index)79.5279.06
    Standard Deviation20.0819.78
    Sharpe Ratio0.420.31
    Treynor Ratio5.653.80