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Janus Contrarian I (JCONX)

24.04 Up 0.19(0.80%) Nov 28

Risk as of Oct 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)4.36-1.88
Beta (against Standard Index)0.921.03
Mean Annual Return1.801.43
R-squared (against Standard Index)63.8392.19
Standard Deviation10.529.74
Sharpe Ratio2.041.77
Treynor Ratio24.9817.64
5 Years
StatisticJCONXCategory
Alpha (against Standard Index)-1.80-1.76
Beta (against Standard Index)1.041.02
Mean Annual Return1.271.25
R-squared (against Standard Index)79.9895.74
Standard Deviation15.3213.75
Sharpe Ratio0.991.09
Treynor Ratio14.3914.72
10 Years
StatisticJCONXCategory
Alpha (against Standard Index)0.93-0.58
Beta (against Standard Index)1.171.01
Mean Annual Return0.940.71
R-squared (against Standard Index)78.4295.09
Standard Deviation19.5515.30
Sharpe Ratio0.500.46
Treynor Ratio6.946.02