JMGRX - Janus Henderson Enterprise I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk overview

Morningstar risk rating
Number of years up7
Number of years down1
Best 1-yr total return (30 Jul 2018)30.86%
Worst 1-yr total return (30 Jul 2018)-1.65%

Risk statistics

3 years
JMGRXCategory average
5 years
JMGRXCategory average
10 years
JMGRXCategory average
Alpha
3.32-0.02
3.32-0.01
0.74-0.01
Beta
0.90.01
0.870.01
1.070.01
Mean annual return
1.220.01
1.220.01
1.060.01
R-squared
78.710.74
74.580.7
85.980.84
Standard deviation
10.480.12
9.80.12
16.980.17
Sharpe ratio
1.320.01
1.440.01
0.730.01
Treynor ratio
15.690.09
16.730.11
10.810.09