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Janus Forty I (JCAPX)
On
Dec 4
:
31.45
0.07
(0.22%)
MORE ON JCAPX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
36.20%
Worst 1 Yr Total Return
(2008)
:
-43.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
JCAPX
Category
Alpha (against Standard Index)
11.72
2.45
Beta (against Standard Index)
1.10
1.00
Mean Annual Return
2.51
-0.24
R-squared (against Standard Index)
76
88.47
Standard Deviation
24.75
20.84
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.08
N/A
5 Years
Statistic
JCAPX
Category
Alpha (against Standard Index)
8.21
0.94
Beta (against Standard Index)
1.10
1.01
Mean Annual Return
7.90
0.21
R-squared (against Standard Index)
75
86.37
Standard Deviation
20.18
17.46
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.43
N/A
10 Years
Statistic
JCAPX
Category
Alpha (against Standard Index)
4.45
0.18
Beta (against Standard Index)
1.00
1.04
Mean Annual Return
2.85
0.04
R-squared (against Standard Index)
65
78.62
Standard Deviation
19.95
19.22
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.12
N/A
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