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 (29 Apr 2018)30.86%
Worst 1-yr total return (29 Apr 2018)-1.65%

Risk statistics

3 years
JMGRXCategory average
5 years
JMGRXCategory average
10 years
JMGRXCategory average
Alpha
2.84-0.02
3.51-0.01
0.86-0.01
Beta
0.890.01
0.870.01
1.060.01
Mean annual return
1.030.01
1.220.01
0.940.01
R-squared
79.460.74
76.050.72
86.290.84
Standard deviation
10.270.12
9.810.12
17.20.18
Sharpe ratio
1.140.01
1.450.01
0.640.01
Treynor ratio
13.310.08
16.930.11
9.280.08