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Janus Global Research C (JWWCX)

56.05 Up 0.47(0.85%) Oct 1


Risk as of Aug 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up2
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2010):19.72%
Worst 1 Yr Total Return(Dec 30, 2011):-8.44%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJWWCXCategory
Alpha (against Standard Index)3.254.16
Beta (against Standard Index)0.850.82
Mean Annual Return1.011.06
R-squared (against Standard Index)84.6484.88
Standard Deviation16.3215.71
Sharpe Ratio0.740.83
Treynor Ratio13.3415.22
5 Years
StatisticJWWCXCategory
Alpha (against Standard Index)2.963.20
Beta (against Standard Index)0.930.87
Mean Annual Return0.580.58
R-squared (against Standard Index)90.2189.31
Standard Deviation22.4321.21
Sharpe Ratio0.300.33
Treynor Ratio4.665.18
10 Years
StatisticJWWCXCategory
Alpha (against Standard Index)N/A0.82
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.74
R-squared (against Standard Index)N/A87.22
Standard DeviationN/A17.15
Sharpe RatioN/A0.43
Treynor RatioN/A6.94