Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JALSX (Janus Global Market Neutral A) | NA | 0.30% | -1.28% | -5.20% | NA | NA | NA | … | … |
Data as of 11/16/2012, Common starting date is 08/09/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JALSX (Janus Global Market Neutral A) | 08/09/2006 | 11/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.30 | -1.28 | -5.20 | NA | NA | NA | … | … | -1.69 | -4.14 | 2.50 | 4.16 | -23.93 | 16.28 | 11.70 |
| Sharpe Ratio | NA | 0.04 | -0.15 | -0.39 | NA | NA | NA | … | … | -0.34 | -0.46 | 0.22 | 0.21 | -1.28 | 2.01 | 5.81 |
| Standard Deviation(%) | NA | 5.83 | 9.13 | 14.16 | NA | NA | NA | … | … | 5.82 | 9.12 | 11.11 | 19.34 | 19.39 | 6.64 | 5.01 |
| Draw Down(%) | NA | 8.57 | 15.97 | 36.10 | NA | NA | NA | … | … | 8.57 | 13.03 | 8.55 | 18.40 | 34.55 | 3.55 | 1.31 |
| Yield(%) | 0.00 | 9.85 | 3.15 | 1.85 | 1.26 | 0.84 | 0.63 | … | … | 0.00 | 9.26 | 0.00 | 0.00 | 1.29 | 0.74 | 0.63 |
Data as of 11/16/2012, Common starting date is 08/09/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JALSX (Janus Global Market Neutral A) |
-7.25%
Nov 2007 – Nov 2010 |
-5.69%
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 |
|---|---|---|---|---|
| JALSX (Janus Global Market Neutral A) |
3.71%
Mar 2009 – Mar 2012 |
-1.33%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart