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Janus Growth & Income C (JGICX)
On
Dec 24
:
28.47
0.10
(0.35%)
MORE ON JGICX
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Research Reports
Risk
As of 30-Nov-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
JGICX
Category
Alpha (against Standard Index)
-0.57
2.20
Beta (against Standard Index)
1.03
0.99
Mean Annual Return
-6.86
-0.14
R-squared (against Standard Index)
87
88.76
Standard Deviation
21.79
21.04
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.90
N/A
5 Years
Statistic
JGICX
Category
Alpha (against Standard Index)
-0.07
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.23
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
18.20
17.50
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.65
N/A
10 Years
Statistic
JGICX
Category
Alpha (against Standard Index)
-0.81
-0.13
Beta (against Standard Index)
0.97
1.04
Mean Annual Return
-1.49
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
17.34
19.17
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.56
N/A
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