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Janus Enterprise I (JMGRX)
On
Dec 24
:
47.56
0.25
(0.53%)
MORE ON JMGRX
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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
JMGRX
Category
Alpha (against Standard Index)
6.49
2.05
Beta (against Standard Index)
1.21
1.08
Mean Annual Return
-2.06
-0.20
R-squared (against Standard Index)
88
84.21
Standard Deviation
25.53
23.41
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.59
N/A
5 Years
Statistic
JMGRX
Category
Alpha (against Standard Index)
4.77
1.56
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
4.41
0.29
R-squared (against Standard Index)
87
80.86
Standard Deviation
20.98
19.91
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.16
N/A
10 Years
Statistic
JMGRX
Category
Alpha (against Standard Index)
0.15
3.33
Beta (against Standard Index)
1.23
1.11
Mean Annual Return
-3.23
0.32
R-squared (against Standard Index)
54
61.70
Standard Deviation
26.96
23.38
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.02
N/A
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