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Janus Overseas C (JIGCX)
On
Dec 29
:
42.50
0.02
(0.05%)
MORE ON JIGCX
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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
JIGCX
Category
Alpha (against Standard Index)
9.82
1.72
Beta (against Standard Index)
1.23
1.03
Mean Annual Return
0.81
-0.10
R-squared (against Standard Index)
84
93.99
Standard Deviation
31.88
25.56
Sharpe Ratio
0.12
N/A
Treynor Ratio
-1.19
N/A
5 Years
Statistic
JIGCX
Category
Alpha (against Standard Index)
10.59
0.68
Beta (against Standard Index)
1.26
1.03
Mean Annual Return
14.63
0.57
R-squared (against Standard Index)
84
93.91
Standard Deviation
26.97
20.91
Sharpe Ratio
0.54
N/A
Treynor Ratio
9.24
N/A
10 Years
Statistic
JIGCX
Category
Alpha (against Standard Index)
4.80
-0.08
Beta (against Standard Index)
1.24
1.05
Mean Annual Return
5.35
0.29
R-squared (against Standard Index)
76
87.06
Standard Deviation
25.58
20.42
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.95
N/A
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