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Friday, December 25, 2009, 9:51PM ET - U.S. Markets Closed for Christmas.
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Janus Growth & Income R (JDNRX)
On
Dec 24
:
28.51
0.10
(0.35%)
MORE ON JDNRX
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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
JDNRX
Category
Alpha (against Standard Index)
-0.10
2.20
Beta (against Standard Index)
1.03
0.99
Mean Annual Return
-6.42
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
21.80
21.04
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.47
N/A
5 Years
Statistic
JDNRX
Category
Alpha (against Standard Index)
0.42
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.72
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
18.21
17.50
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.18
N/A
10 Years
Statistic
JDNRX
Category
Alpha (against Standard Index)
-0.31
-0.13
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
-1.01
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
17.35
19.17
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.06
N/A
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