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Janus Overseas S (JIGRX)
On
Dec 4
:
42.40
0.20
(0.47%)
MORE ON JIGRX
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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
JIGRX
Category
Alpha (against Standard Index)
10.89
1.02
Beta (against Standard Index)
1.23
1.03
Mean Annual Return
2.22
-0.13
R-squared (against Standard Index)
84
94.34
Standard Deviation
32.01
25.50
Sharpe Ratio
0.16
N/A
Treynor Ratio
-0.16
N/A
5 Years
Statistic
JIGRX
Category
Alpha (against Standard Index)
10.88
0.06
Beta (against Standard Index)
1.26
1.03
Mean Annual Return
16.28
0.60
R-squared (against Standard Index)
84
94.19
Standard Deviation
27.12
21.01
Sharpe Ratio
0.59
N/A
Treynor Ratio
10.55
N/A
10 Years
Statistic
JIGRX
Category
Alpha (against Standard Index)
7.10
0.47
Beta (against Standard Index)
1.26
1.06
Mean Annual Return
7.76
0.35
R-squared (against Standard Index)
73
85.14
Standard Deviation
26.44
20.88
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.81
N/A
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