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

Risk statistics

3 years
JMGRXCategory average
5 years
JMGRXCategory average
10 years
JMGRXCategory average
Alpha
3.25-0.01
2.91-0.02
1.49-0
Beta
0.920.01
0.870.01
1.040.01
Mean annual return
1.530.01
1.230.01
1.20.01
R-squared
75.230.69
74.070.7
85.730.83
Standard deviation
9.70.11
9.670.12
16.250.17
Sharpe ratio
1.80.01
1.480.01
0.870.01
Treynor ratio
20.310.15
16.960.11
12.980.11