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Janus Orion R (JORRX)On Dec 30: 10.04   0.00 (0.00%)  
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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
StatisticJORRXCategory
Alpha (against Standard Index)9.022.05
Beta (against Standard Index)1.301.08
Mean Annual Return-1.00-0.20
R-squared (against Standard Index)8384.21
Standard Deviation28.4123.41
Sharpe Ratio0.03N/A
Treynor Ratio-2.52N/A
5 Years
StatisticJORRXCategory
Alpha (against Standard Index)8.511.56
Beta (against Standard Index)1.321.11
Mean Annual Return7.600.29
R-squared (against Standard Index)8280.86
Standard Deviation23.4519.91
Sharpe Ratio0.31N/A
Treynor Ratio3.49N/A
10 Years
StatisticJORRXCategory
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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