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Janus Research Core I (JCEFX)

On Dec 21: 19.27   0.19 (1.00%)

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Risk  As of 30-Nov-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 JCEFX Category Alpha (against Standard Index) 1.53 2.20 Beta (against Standard Index) 1.10 0.99 Mean Annual Return -5.52 -0.14 R-squared (against Standard Index) 94 88.76 Standard Deviation 22.62 21.04 Sharpe Ratio -0.24 N/A Treynor Ratio -7.06 N/A 5 Years Statistic JCEFX Category Alpha (against Standard Index) 2.29 0.80 Beta (against Standard Index) 1.11 1.01 Mean Annual Return 2.44 0.24 R-squared (against Standard Index) 91 86.59 Standard Deviation 18.73 17.50 Sharpe Ratio 0.07 N/A Treynor Ratio -0.50 N/A 10 Years Statistic JCEFX Category Alpha (against Standard Index) 1.77 -0.13 Beta (against Standard Index) 0.96 1.04 Mean Annual Return 1.20 0.05 R-squared (against Standard Index) 86 78.99 Standard Deviation 16.72 19.17 Sharpe Ratio -0.02 N/A Treynor Ratio -1.80 N/A
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