Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JLSIX (Janus Global Market Neutral I) | NA | 0.49% | -0.99% | -4.90% | 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 |
|---|---|---|
| JLSIX (Janus Global Market Neutral I) | 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 | 0.49 | -0.99 | -4.90 | NA | NA | NA | … | … | -1.56 | -3.83 | 2.83 | 4.67 | -23.71 | 16.57 | 11.84 |
| Sharpe Ratio | NA | 0.08 | -0.11 | -0.37 | NA | NA | NA | … | … | -0.32 | -0.43 | 0.25 | 0.24 | -1.26 | 2.03 | 5.98 |
| Standard Deviation(%) | NA | 5.81 | 9.11 | 14.00 | NA | NA | NA | … | … | 5.79 | 9.05 | 11.10 | 18.70 | 19.47 | 6.69 | 4.94 |
| Draw Down(%) | NA | 8.49 | 15.59 | 35.94 | NA | NA | NA | … | … | 8.49 | 12.91 | 8.35 | 18.36 | 34.42 | 3.54 | 1.26 |
| Yield(%) | 0.00 | 10.03 | 3.27 | 1.98 | 1.35 | 0.90 | 0.67 | … | … | 0.00 | 9.45 | 0.15 | 0.00 | 1.58 | 0.77 | 0.68 |
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 |
|---|---|---|---|---|
| JLSIX (Janus Global Market Neutral I) |
-6.90%
Nov 2007 – Nov 2010 |
-5.35%
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 |
|---|---|---|---|---|
| JLSIX (Janus Global Market Neutral I) |
4.11%
Mar 2009 – Mar 2012 |
-1.02%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart