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    Janus Global Bond S (JGBSX)

    10.29 0.00(0.00%) Dec 24

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):7.80%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.31%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)0.640.04
    Beta (against Standard Index)1.101.05
    Mean Annual Return0.330.27
    R-squared (against Standard Index)51.0441.15
    Standard Deviation4.164.78
    Sharpe Ratio0.930.79
    Treynor Ratio3.513.48
    5 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)N/A-0.20
    Beta (against Standard Index)N/A0.89
    Mean Annual ReturnN/A0.29
    R-squared (against Standard Index)N/A26.18
    Standard DeviationN/A5.73
    Sharpe RatioN/A0.73
    Treynor RatioN/A-83.92
    10 Years
    StatisticJGBSXCategory
    Alpha (against Standard Index)N/A-0.91
    Beta (against Standard Index)N/A1.17
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A37.28
    Standard DeviationN/A6.60
    Sharpe RatioN/A0.49
    Treynor RatioN/A2.79