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Janus Henderson Global Allocation Mod A (JMOAX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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12.35
+0.08
(+0.65%)
At close: 08:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★
Number of years up
10
Number of years down
4
Best 1-yr total return (1 Jul 2024)
16.04%
Worst 1-yr total return (1 Jul 2024)
N/A
Risk statistics
3 years
JMOAX
Category average
5 years
JMOAX
Category average
10 years
JMOAX
Category average
Alpha
-2.02
-0.04
-1.61
-0.03
-1.73
-0.03
BETA
1.04
0.01
1.03
0.01
1.02
0.01
Mean annual return
-0.03
0.01
0.47
0.01
0.36
0.01
R-squared
98.9
0.89
98.23
0.89
97.55
0.89
Standard deviation
13.07
0.13
12.88
0.11
10.34
0.1
Sharpe ratio
-0.27
0.01
0.26
0.01
0.27
0.01
Treynor ratio
-4.25
0.06
2.59
0.06
2.27
0.05
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