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 Jan 2018)30.86%
Worst 1-yr total return (30 Jan 2018)-1.65%

Risk statistics

3 years
JMGRXCategory average
5 years
JMGRXCategory average
10 years
JMGRXCategory average
Alpha
2.16-0.02
2.41-0.02
1.03-0.01
Beta
0.930.01
0.890.01
1.080.01
Mean annual return
1.290.01
1.330.01
1.030.01
R-squared
81.960.75
77.410.73
86.430.84
Standard deviation
10.460.12
9.610.12
17.40.18
Sharpe ratio
1.440.01
1.640.01
0.690.01
Treynor ratio
16.660.11
18.50.13
10.20.08