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Janus A (JDGAX)
On
Dec 24
:
26.41
0.16
(0.61%)
MORE ON JDGAX
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Research Reports
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
JDGAX
Category
Alpha (against Standard Index)
3.32
2.20
Beta (against Standard Index)
1.02
0.99
Mean Annual Return
-2.98
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
21.21
21.04
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.17
N/A
5 Years
Statistic
JDGAX
Category
Alpha (against Standard Index)
1.11
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
1.58
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
17.36
17.50
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.38
N/A
10 Years
Statistic
JDGAX
Category
Alpha (against Standard Index)
-1.80
-0.13
Beta (against Standard Index)
1.12
1.04
Mean Annual Return
-3.26
0.05
R-squared (against Standard Index)
84
78.99
Standard Deviation
19.83
19.17
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.51
N/A
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