Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDANX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS N) | NA | -13.37% | -5.81% | -2.32% | NA | NA | NA | … | … |
Data as of 06/12/2020, Common starting date is 12/31/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDANX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS N) | 12/31/2012 | 06/12/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.77 | -13.37 | -5.81 | -2.32 | NA | NA | NA | … | … | -5.48 | 0.14 | -4.34 | 3.96 | 9.18 | -5.17 | 3.62 | -0.80 | 0.00 |
| Sharpe Ratio | NA | -1.20 | -0.87 | -0.26 | NA | NA | NA | … | … | -2.65 | -0.25 | -1.21 | 0.84 | 1.61 | -1.28 | 1.45 | -0.09 | NA |
| Standard Deviation(%) | NA | 4.94 | 4.61 | 4.81 | NA | NA | NA | … | … | 4.63 | 4.98 | 4.67 | 3.98 | 5.55 | 4.05 | 2.49 | 9.03 | 0.00 |
| Draw Down(%) | NA | 7.97 | 11.71 | 11.71 | NA | NA | NA | … | … | 6.30 | 5.79 | 7.05 | 2.33 | 3.42 | 7.48 | 2.92 | 7.84 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 1.20 | 1.52 | 0.93 | 0.62 | 0.46 | … | … | 0.00 | 0.04 | 0.66 | 2.94 | 3.17 | 0.96 | 1.60 | 0.00 | 0.00 |
Data as of 06/12/2020, Common starting date is 12/31/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDANX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS N) |
-2.44%
Apr 2017 – Apr 2020 |
-0.72%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDANX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS N) |
4.08%
Aug 2015 – Aug 2018 |
2.56%
Jul 2013 – Jul 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart