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Janus Growth & Income A (JDNAX)
On
Dec 4
:
27.94
0.12
(0.43%)
MORE ON JDNAX
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Research Reports
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
JDNAX
Category
Alpha (against Standard Index)
1.48
2.45
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-6.36
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
21.76
20.84
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.43
N/A
5 Years
Statistic
JDNAX
Category
Alpha (against Standard Index)
1.39
0.94
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
1.26
0.21
R-squared (against Standard Index)
84
86.37
Standard Deviation
18.29
17.46
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.67
N/A
10 Years
Statistic
JDNAX
Category
Alpha (against Standard Index)
0.53
0.18
Beta (against Standard Index)
0.98
1.04
Mean Annual Return
-0.58
0.04
R-squared (against Standard Index)
81
78.62
Standard Deviation
17.40
19.22
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.64
N/A
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