Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IGMIX.bak (Janus Triton S) | NA | 0.45% | 19.02% | 6.13% | NA | NA | NA | … | … |
Data as of 06/05/2012, Common starting date is 08/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGMIX.bak (Janus Triton S) | 08/11/2005 | 06/05/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.45 | 0.45 | 19.02 | 6.13 | NA | NA | NA | … | … | 3.59 | 2.36 | 31.00 | 50.76 | -41.03 | 20.16 | 17.61 | 8.38 |
| Sharpe Ratio | NA | -0.03 | 0.91 | 0.19 | NA | NA | NA | … | … | 0.60 | 0.09 | 1.72 | 1.70 | -0.94 | 1.00 | 0.95 | 1.53 |
| Standard Deviation(%) | NA | 26.51 | 20.87 | 29.35 | NA | NA | NA | … | … | 14.29 | 26.41 | 17.95 | 29.79 | 44.53 | 17.13 | 15.14 | 13.41 |
| Draw Down(%) | NA | 23.43 | 23.43 | 57.84 | NA | NA | NA | … | … | 10.40 | 23.43 | 12.29 | 22.66 | 55.58 | 9.67 | 19.86 | 6.91 |
| Yield(%) | 0.00 | 3.48 | 3.34 | 4.27 | 3.10 | 2.07 | 1.55 | … | … | 0.00 | 3.65 | 2.37 | 0.21 | 4.46 | 11.25 | 1.27 | 0.00 |
Data as of 06/05/2012, Common starting date is 08/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGMIX.bak (Janus Triton S) |
-12.71%
Feb 2006 – Feb 2009 |
6.74%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGMIX.bak (Janus Triton S) |
35.79%
Feb 2009 – Feb 2012 |
11.64%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart