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Janus Flexible Bond C (JFICX)
On
Dec 4
:
10.45
0.03
(0.29%)
MORE ON JFICX
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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
JFICX
Category
Alpha (against Standard Index)
0.59
-1.72
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
7.19
0.39
R-squared (against Standard Index)
90
59.27
Standard Deviation
4.43
5.93
Sharpe Ratio
1.02
N/A
Treynor Ratio
4.52
N/A
5 Years
Statistic
JFICX
Category
Alpha (against Standard Index)
-0.15
-1.05
Beta (against Standard Index)
1.04
0.98
Mean Annual Return
4.98
0.33
R-squared (against Standard Index)
91
61.87
Standard Deviation
3.90
4.88
Sharpe Ratio
0.49
N/A
Treynor Ratio
1.88
N/A
10 Years
Statistic
JFICX
Category
Alpha (against Standard Index)
-1.00
-0.65
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
5.33
0.45
R-squared (against Standard Index)
88
71.12
Standard Deviation
4.05
4.47
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.30
N/A
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