Janus Aspen Global Research Portfolio

Class Inst (JAWGX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.06
Mean 0.87
Sharpe Ratio 0.61
Bear Market Decile Rank 76

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI ACWI NR USD
R-Squared 93.67 95.94
Beta 0.98 1.15
Alpha 5.21 -0.02

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