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Janus High-Yield I (JHYFX)
On
Dec 1
:
8.31
0.01
(0.12%)
MORE ON JHYFX
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Research Reports
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
JHYFX
Category
Alpha (against Standard Index)
-1.70
-3.12
Beta (against Standard Index)
1.15
1.16
Mean Annual Return
4.40
0.31
R-squared (against Standard Index)
13
10.86
Standard Deviation
12.87
15.35
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.72
N/A
5 Years
Statistic
JHYFX
Category
Alpha (against Standard Index)
0.69
-0.09
Beta (against Standard Index)
0.94
0.92
Mean Annual Return
5.16
0.40
R-squared (against Standard Index)
11
8.80
Standard Deviation
10.19
12.20
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.28
N/A
10 Years
Statistic
JHYFX
Category
Alpha (against Standard Index)
1.71
0.55
Beta (against Standard Index)
0.54
0.51
Mean Annual Return
6.26
0.43
R-squared (against Standard Index)
6
3.74
Standard Deviation
8.17
10.75
Sharpe Ratio
0.42
N/A
Treynor Ratio
6.05
N/A
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