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Janus R (JDGRX)
On
Jan 7
:
26.51
0.03
(0.11%)
MORE ON JDGRX
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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
JDGRX
Category
Alpha (against Standard Index)
3.06
2.20
Beta (against Standard Index)
1.02
0.99
Mean Annual Return
-3.23
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
21.21
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.41
N/A
5 Years
Statistic
JDGRX
Category
Alpha (against Standard Index)
0.85
0.80
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
1.32
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
17.35
17.50
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.63
N/A
10 Years
Statistic
JDGRX
Category
Alpha (against Standard Index)
-2.05
-0.13
Beta (against Standard Index)
1.12
1.04
Mean Annual Return
-3.50
0.05
R-squared (against Standard Index)
84
78.99
Standard Deviation
19.83
19.17
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.73
N/A
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