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Janus Balanced I (JBALX)
On
Dec 2
:
24.41
0.01
(0.04%)
MORE ON JBALX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JBALX
Category
Alpha (against Standard Index)
2.97
-2.88
Beta (against Standard Index)
0.79
1.08
Mean Annual Return
4.03
-0.13
R-squared (against Standard Index)
91
93.44
Standard Deviation
10.85
14.69
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.04
N/A
5 Years
Statistic
JBALX
Category
Alpha (against Standard Index)
2.22
-2.47
Beta (against Standard Index)
0.81
1.06
Mean Annual Return
6.72
0.23
R-squared (against Standard Index)
89
92.52
Standard Deviation
9.13
11.89
Sharpe Ratio
0.43
N/A
Treynor Ratio
4.60
N/A
10 Years
Statistic
JBALX
Category
Alpha (against Standard Index)
0.04
-2.17
Beta (against Standard Index)
0.80
1.05
Mean Annual Return
4.47
0.26
R-squared (against Standard Index)
84
86.72
Standard Deviation
8.64
11.31
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.87
N/A
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