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Janus Contrarian I (JCONX)

23.17 Up 0.04(0.17%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):38.74%
Worst 1 Yr Total Return(Dec 30, 2011):-15.73%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJCONXCategory
Alpha (against Standard Index)1.00-2.13
Beta (against Standard Index)1.071.05
Mean Annual Return1.551.25
R-squared (against Standard Index)79.1795.16
Standard Deviation14.6813.08
Sharpe Ratio1.261.15
Treynor Ratio17.6614.59
5 Years
StatisticJCONXCategory
Alpha (against Standard Index)-2.53-1.58
Beta (against Standard Index)1.081.02
Mean Annual Return1.271.28
R-squared (against Standard Index)80.3895.73
Standard Deviation15.8613.81
Sharpe Ratio0.961.11
Treynor Ratio13.7615.01
10 Years
StatisticJCONXCategory
Alpha (against Standard Index)1.71-0.44
Beta (against Standard Index)1.181.01
Mean Annual Return0.990.70
R-squared (against Standard Index)78.5795.06
Standard Deviation19.6015.24
Sharpe Ratio0.520.45
Treynor Ratio7.405.91