JMGRX - Janus Henderson Enterprise I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk overview

Morningstar risk rating
Number of years up7
Number of years down2
Best 1-yr total return (30 Dec 2018)30.86%
Worst 1-yr total return (30 Dec 2018)-1.65%

Risk statistics

3 years
JMGRXCategory average
5 years
JMGRXCategory average
10 years
JMGRXCategory average
Alpha
2.58-0.03
2.24-0.03
3.1-0
Beta
1.010.01
0.930.01
0.970.01
Mean annual return
1.010.01
0.870.01
1.340.01
R-squared
84.890.81
81.180.76
85.310.81
Standard deviation
11.970.14
11.280.13
14.30.16
Sharpe ratio
0.920
0.860
1.090.01
Treynor ratio
10.840.05
10.310.05
16.20.12