Ratings & Risk for Janus Long/Short R (JRLSX)

Morningstar Category: Long-Short
Number of funds in Category: —
  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    41
    5-Year 27
    10-Year 12
    Overall Below Average Above Average
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009
  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 14.98 -0.35 -0.45
    5-Year
    10-Year
    15-Year
    20-Year
    Trailing data as of 10/31/2009
  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 0.20 2.39 -5.24
    3-Year 0.06 0.77 -7.63
    5-Year
    10-Year

    ML USD LIBOR 3 Mon CM

    Trailing data as of 10/31/2009