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

OTC Markets OTCPK - OTC Markets OTCPK Delayed price. Currency in USD
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6.82-0.00 (-0.04%)
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)28.45%
Worst 1-yr total return (19 May 2022)N/A

Risk statistics

3 years
JMISXCategory average
5 years
JMISXCategory average
10 years
JMISXCategory average
Alpha
-3.340.05
-1.820.03
0.650.03
BETA
0.70.01
0.720.01
0.770.01
Mean annual return
0.070.01
0.240.01
0.440.01
R-squared
75.690.87
78.460.84
78.170.88
Standard deviation
13.960.17
12.450.15
12.170.15
Sharpe ratio
0.480.01
1.040.01
0.840.01
Treynor ratio
-1.070.11
1.330.11
5.290.08