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Saturday, December 26, 2009, 6:36AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Janus Orion I (JORFX)On Dec 24: 10.07  Up 0.07 (0.70%)  
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Risk  As of 30-Nov-09Get 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
StatisticJORFXCategory
Alpha (against Standard Index)9.592.05
Beta (against Standard Index)1.301.08
Mean Annual Return-0.46-0.20
R-squared (against Standard Index)8384.21
Standard Deviation28.4323.41
Sharpe Ratio0.05N/A
Treynor Ratio-2.10N/A
5 Years
StatisticJORFXCategory
Alpha (against Standard Index)9.051.56
Beta (against Standard Index)1.321.11
Mean Annual Return8.170.29
R-squared (against Standard Index)8280.86
Standard Deviation23.4719.91
Sharpe Ratio0.33N/A
Treynor Ratio3.92N/A
10 Years
StatisticJORFXCategory
Alpha (against Standard Index)N/A3.33
Beta (against Standard Index)N/A1.11
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A61.70
Standard DeviationN/A23.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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