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Janus S (JGORX)
On
Dec 7
:
25.65
0.08
(0.31%)
MORE ON JGORX
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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
JGORX
Category
Alpha (against Standard Index)
3.68
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-3.97
-0.24
R-squared (against Standard Index)
90
88.47
Standard Deviation
20.99
20.84
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.25
N/A
5 Years
Statistic
JGORX
Category
Alpha (against Standard Index)
1.21
0.94
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
1.29
0.21
R-squared (against Standard Index)
89
86.37
Standard Deviation
17.28
17.46
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.69
N/A
10 Years
Statistic
JGORX
Category
Alpha (against Standard Index)
-1.51
0.18
Beta (against Standard Index)
1.13
1.04
Mean Annual Return
-3.41
0.04
R-squared (against Standard Index)
83
78.62
Standard Deviation
19.79
19.22
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-5.68
N/A
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