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Janus Overseas I (JIGFX)
On
Nov 30
:
40.57
0.33
(0.82%)
MORE ON JIGFX
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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
JIGFX
Category
Alpha (against Standard Index)
11.17
1.02
Beta (against Standard Index)
1.23
1.03
Mean Annual Return
2.50
-0.13
R-squared (against Standard Index)
84
94.34
Standard Deviation
32.02
25.50
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.07
N/A
5 Years
Statistic
JIGFX
Category
Alpha (against Standard Index)
11.15
0.06
Beta (against Standard Index)
1.26
1.03
Mean Annual Return
16.58
0.60
R-squared (against Standard Index)
84
94.19
Standard Deviation
27.13
21.01
Sharpe Ratio
0.60
N/A
Treynor Ratio
10.79
N/A
10 Years
Statistic
JIGFX
Category
Alpha (against Standard Index)
7.35
0.47
Beta (against Standard Index)
1.26
1.06
Mean Annual Return
8.04
0.35
R-squared (against Standard Index)
73
85.14
Standard Deviation
26.44
20.88
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.03
N/A
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