Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JCLSX (Janus Global Market Neutral C) | NA | -0.48% | -1.83% | -5.78% | 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 |
|---|---|---|
| JCLSX (Janus Global Market Neutral C) | 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 | -0.48 | -1.83 | -5.78 | NA | NA | NA | … | … | -2.39 | -4.62 | 2.13 | 3.46 | -24.45 | 15.35 | 11.45 |
| Sharpe Ratio | NA | -0.09 | -0.21 | -0.43 | NA | NA | NA | … | … | -0.47 | -0.51 | 0.18 | 0.18 | -1.29 | 1.85 | 5.62 |
| Standard Deviation(%) | NA | 5.89 | 9.14 | 14.05 | NA | NA | NA | … | … | 5.86 | 9.08 | 11.15 | 18.73 | 19.54 | 6.69 | 5.04 |
| Draw Down(%) | NA | 8.92 | 16.86 | 36.60 | NA | NA | NA | … | … | 8.92 | 13.39 | 8.60 | 18.48 | 34.95 | 3.66 | 1.37 |
| Yield(%) | 0.00 | 8.82 | 2.80 | 1.58 | 1.05 | 0.70 | 0.52 | … | … | 0.00 | 8.25 | 0.00 | 0.00 | 0.84 | 0.69 | 0.37 |
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 |
|---|---|---|---|---|
| JCLSX (Janus Global Market Neutral C) |
-7.78%
Nov 2007 – Nov 2010 |
-6.27%
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 |
|---|---|---|---|---|
| JCLSX (Janus Global Market Neutral C) |
3.16%
Mar 2009 – Mar 2012 |
-1.96%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart