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Janus Overseas A (JDIAX)
On
Dec 1
:
41.59
1.07
(2.64%)
MORE ON JDIAX
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Risk
As of 31-Oct-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
JDIAX
Category
Alpha (against Standard Index)
10.90
1.02
Beta (against Standard Index)
1.23
1.03
Mean Annual Return
2.23
-0.13
R-squared (against Standard Index)
84
94.34
Standard Deviation
32.01
25.50
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.15
N/A
5 Years
Statistic
JDIAX
Category
Alpha (against Standard Index)
10.89
0.06
Beta (against Standard Index)
1.26
1.03
Mean Annual Return
16.28
0.60
R-squared (against Standard Index)
84
94.19
Standard Deviation
27.12
21.01
Sharpe Ratio
0.59
N/A
Treynor Ratio
10.56
N/A
10 Years
Statistic
JDIAX
Category
Alpha (against Standard Index)
7.10
0.47
Beta (against Standard Index)
1.26
1.06
Mean Annual Return
7.77
0.35
R-squared (against Standard Index)
73
85.14
Standard Deviation
26.44
20.88
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.82
N/A
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