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JOHCM International Select Institutional (JOHIX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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24.39+0.22 (+0.91%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up10
Number of years down4
Best 1-yr total return (2 Jul 2024)38.21%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
JOHIXCategory average
5 years
JOHIXCategory average
10 years
JOHIXCategory average
Alpha
-4.050.05
-1.250.03
1.210.03
BETA
1.170.01
1.010.01
0.920.01
Mean annual return
-0.220.01
0.470.01
0.490.01
R-squared
85.610.87
81.890.84
77.210.88
Standard deviation
20.720.17
19.160.15
15.660.15
Sharpe ratio
-0.290.01
0.180.01
0.270.01
Treynor ratio
-6.840.11
1.580.11
3.370.08