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Janus Global Research A (JDWAX)

56.81 Up 0.47(0.83%) Oct 1


Risk as of Aug 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2010):20.61%
Worst 1 Yr Total Return(Dec 30, 2011):-7.68%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJDWAXCategory
Alpha (against Standard Index)4.074.16
Beta (against Standard Index)0.850.82
Mean Annual Return1.081.06
R-squared (against Standard Index)84.8184.88
Standard Deviation16.3315.71
Sharpe Ratio0.790.83
Treynor Ratio14.4015.22
5 Years
StatisticJDWAXCategory
Alpha (against Standard Index)3.773.20
Beta (against Standard Index)0.930.87
Mean Annual Return0.650.58
R-squared (against Standard Index)90.2489.31
Standard Deviation22.4521.21
Sharpe Ratio0.340.33
Treynor Ratio5.565.18
10 Years
StatisticJDWAXCategory
Alpha (against Standard Index)N/A0.82
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.74
R-squared (against Standard Index)N/A87.22
Standard DeviationN/A17.15
Sharpe RatioN/A0.43
Treynor RatioN/A6.94