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Janus Investment Fund - Janus Henderson International Managed Volatility Fund (JMICX)

Other OTC - Other OTC Delayed price. Currency in USD
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6.65-0.00 (-0.07%)
At close: 04:00PM EDT

Risk overview

Morningstar risk rating★
Number of years up9
Number of years down5
Best 1-yr total return (19 May 2022)27.62%
Worst 1-yr total return (19 May 2022)N/A

Risk statistics

3 years
JMICXCategory average
5 years
JMICXCategory average
10 years
JMICXCategory average
Alpha
-3.90.05
-2.40.03
0.170.03
BETA
0.70.01
0.720.01
0.770.01
Mean annual return
0.020.01
0.190.01
0.40.01
R-squared
75.410.87
78.250.84
77.790.88
Standard deviation
14.010.17
12.470.15
12.210.15
Sharpe ratio
0.550.01
1.10.01
0.860.01
Treynor ratio
-1.870.11
0.50.11
4.630.08