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Janus High-Yield C (JDHCX)
On
Dec 24
:
8.49
0.01
(0.12%)
MORE ON JDHCX
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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
JDHCX
Category
Alpha (against Standard Index)
-2.87
-3.31
Beta (against Standard Index)
1.14
1.15
Mean Annual Return
3.22
0.30
R-squared (against Standard Index)
13
10.85
Standard Deviation
12.86
15.35
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.83
N/A
5 Years
Statistic
JDHCX
Category
Alpha (against Standard Index)
-0.68
-0.58
Beta (against Standard Index)
0.95
0.95
Mean Annual Return
4.18
0.39
R-squared (against Standard Index)
11
9.33
Standard Deviation
10.19
12.17
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.25
N/A
10 Years
Statistic
JDHCX
Category
Alpha (against Standard Index)
0.55
0.41
Beta (against Standard Index)
0.55
0.52
Mean Annual Return
5.12
0.42
R-squared (against Standard Index)
6
3.87
Standard Deviation
8.16
10.75
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.98
N/A
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