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Janus Enterprise S (JGRTX)
On
Dec 23
:
47.21
0.28
(0.60%)
MORE ON JGRTX
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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
JGRTX
Category
Alpha (against Standard Index)
6.20
2.05
Beta (against Standard Index)
1.21
1.08
Mean Annual Return
-2.33
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
25.52
23.41
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.82
N/A
5 Years
Statistic
JGRTX
Category
Alpha (against Standard Index)
4.50
1.56
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
4.13
0.29
R-squared (against Standard Index)
87
80.86
Standard Deviation
20.98
19.91
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.94
N/A
10 Years
Statistic
JGRTX
Category
Alpha (against Standard Index)
-0.11
3.33
Beta (against Standard Index)
1.23
1.11
Mean Annual Return
-3.49
0.32
R-squared (against Standard Index)
54
61.70
Standard Deviation
26.95
23.38
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.22
N/A
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