Janus Enterprise Risk Adjusted Performance

JMGRX Fund  USD 157.55  1.39  0.87%   
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Janus Enterprise Fund has current Risk Adjusted Performance of 0.0914.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0914
ER[a] = Expected return on investing in Janus Enterprise
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Janus Enterprise Risk Adjusted Performance Peers Comparison

Janus Risk Adjusted Performance Relative To Other Indicators

Janus Enterprise Fund is rated fifth overall fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  38.87  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Janus Enterprise Fund is roughly  38.87 
Compare Janus Enterprise to Peers

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