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Janus Orion I (JORFX)
On
Feb 9
:
9.65
0.11
(1.15%)
MORE ON JORFX
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Risk
As of 31-Jan-10
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
JORFX
Category
Alpha (against Standard Index)
10.69
3.29
Beta (against Standard Index)
1.31
1.09
Mean Annual Return
-1.33
-0.24
R-squared (against Standard Index)
83
84.34
Standard Deviation
28.61
23.72
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.54
N/A
5 Years
Statistic
JORFX
Category
Alpha (against Standard Index)
9.28
2.14
Beta (against Standard Index)
1.33
1.12
Mean Annual Return
7.69
0.29
R-squared (against Standard Index)
82
80.68
Standard Deviation
23.51
20.05
Sharpe Ratio
0.32
N/A
Treynor Ratio
3.60
N/A
10 Years
Statistic
JORFX
Category
Alpha (against Standard Index)
N/A
2.46
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.23
R-squared (against Standard Index)
N/A
62.15
Standard Deviation
N/A
22.86
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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