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Janus Global Bond S (JGBSX)

10.35 Up 0.02(0.19%) Nov 21

Risk as of Oct 30, 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)0.49-0.30
Beta (against Standard Index)1.131.09
Mean Annual Return0.300.22
R-squared (against Standard Index)51.9142.08
Standard Deviation4.234.88
Sharpe Ratio0.830.67
Treynor Ratio3.082.78
5 Years
StatisticJGBSXCategory
Alpha (against Standard Index)N/A0.05
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A27.52
Standard DeviationN/A5.76
Sharpe RatioN/A0.81
Treynor RatioN/A4.09
10 Years
StatisticJGBSXCategory
Alpha (against Standard Index)N/A-0.30
Beta (against Standard Index)N/A1.12
Mean Annual ReturnN/A0.39
R-squared (against Standard Index)N/A35.30
Standard DeviationN/A6.59
Sharpe RatioN/A0.53
Treynor RatioN/A3.14