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Janus Orion R (JORRX)
On
Dec 30
:
10.04
0.00
(0.00%)
MORE ON JORRX
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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
JORRX
Category
Alpha (against Standard Index)
9.02
2.05
Beta (against Standard Index)
1.30
1.08
Mean Annual Return
-1.00
-0.20
R-squared (against Standard Index)
83
84.21
Standard Deviation
28.41
23.41
Sharpe Ratio
0.03
N/A
Treynor Ratio
-2.52
N/A
5 Years
Statistic
JORRX
Category
Alpha (against Standard Index)
8.51
1.56
Beta (against Standard Index)
1.32
1.11
Mean Annual Return
7.60
0.29
R-squared (against Standard Index)
82
80.86
Standard Deviation
23.45
19.91
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.49
N/A
10 Years
Statistic
JORRX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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