Janus Henderson VIT Global Sustainable Equity Portfolio Service Shares (0P0001NM33) - Risk

12.77000 USD

0.2

1.59%

Last update May 22, 9:30 AM EDT

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12.57000

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Janus Henderson VIT Global Sustainable Equity...

12.77

0.20

1.59%

Risk

Volatility measures

3 year	Return	Category
Alpha	-0.58	0.04
Beta	1	0.01
Mean annual return	0.94	0.02
R-squared	91	0.89
Standard deviation	18.35	0.19
Sharpe ratio	0.36	0.01
Treynor ratio	4.72	0.18

5 year	Return	Category
Alpha	—	0.04
Beta	—	0.01
Mean annual return	—	0.02
R-squared	—	0.87
Standard deviation	—	0.15
Sharpe ratio	—	0.01
Treynor ratio	—	0.18

10 year	Return	Category
Alpha	—	0.02
Beta	—	0.01
Mean annual return	—	0.01
R-squared	—	0.88
Standard deviation	—	0.15
Sharpe ratio	—	0.01
Treynor ratio	—	0.11

Valuation metrics

Metrics	Return	Category
Price/Earnings (P/E)	0.04	33.46
Price/Book (P/B)	0.23	5.38
Price/Sales (P/S)	0.46	3.97
Price/Cashflow (P/CF)	0.06	21.99
Median market vapitalization	81.95K	139.28K
3-year earnings growth	18.10	20.56