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Tuesday, December 1, 2009, 7:47PM ET - U.S. Markets Closed.
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Janus C (JGOCX)
On
Dec 1
:
25.58
0.32
(1.27%)
MORE ON JGOCX
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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
JGOCX
Category
Alpha (against Standard Index)
2.95
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-4.66
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
20.98
20.84
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-6.94
N/A
5 Years
Statistic
JGOCX
Category
Alpha (against Standard Index)
0.47
0.94
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
0.54
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
17.26
17.46
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.42
N/A
10 Years
Statistic
JGOCX
Category
Alpha (against Standard Index)
-2.26
0.18
Beta (against Standard Index)
1.12
1.04
Mean Annual Return
-4.13
0.04
R-squared (against Standard Index)
83
78.62
Standard Deviation
19.78
19.22
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-6.32
N/A
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