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Janus High-Yield A (JHYAX)
On
Dec 22
:
8.47
0.01
(0.12%)
MORE ON JHYAX
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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
JHYAX
Category
Alpha (against Standard Index)
-2.12
-3.31
Beta (against Standard Index)
1.14
1.15
Mean Annual Return
3.99
0.30
R-squared (against Standard Index)
13
10.85
Standard Deviation
12.87
15.35
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.51
N/A
5 Years
Statistic
JHYAX
Category
Alpha (against Standard Index)
0.07
-0.58
Beta (against Standard Index)
0.95
0.95
Mean Annual Return
4.96
0.39
R-squared (against Standard Index)
11
9.33
Standard Deviation
10.20
12.17
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.07
N/A
10 Years
Statistic
JHYAX
Category
Alpha (against Standard Index)
1.30
0.41
Beta (against Standard Index)
0.55
0.52
Mean Annual Return
5.91
0.42
R-squared (against Standard Index)
6
3.87
Standard Deviation
8.16
10.75
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.42
N/A
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