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Janus Global Research R (JDWRX)

56.42 Up 0.46(0.82%) Oct 1


Risk as of Aug 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up0
Number of Years Down0
Best 1 Yr Total Return():N/A
Worst 1 Yr Total Return():N/A
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJDWRXCategory
Alpha (against Standard Index)3.754.16
Beta (against Standard Index)0.850.82
Mean Annual Return1.051.06
R-squared (against Standard Index)84.7784.88
Standard Deviation16.3215.71
Sharpe Ratio0.770.83
Treynor Ratio13.9815.22
5 Years
StatisticJDWRXCategory
Alpha (against Standard Index)3.433.20
Beta (against Standard Index)0.930.87
Mean Annual Return0.620.58
R-squared (against Standard Index)90.2489.31
Standard Deviation22.4421.21
Sharpe Ratio0.320.33
Treynor Ratio5.195.18
10 Years
StatisticJDWRXCategory
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