Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JNS (Janus Capital Group Inc) | NA | -2.59% | 9.36% | 17.12% | -4.84% | -1.65% | NA | … | … |
Data as of 05/26/2017, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JNS (Janus Capital Group Inc) | 06/26/2000 | 05/26/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.46 | -2.59 | 9.36 | 17.12 | -4.84 | -1.65 | NA | … | … | 7.74 | -2.76 | -10.79 | 33.81 | 48.46 | 40.07 | -50.51 | -3.27 | 68.16 | -75.52 | 52.39 | 16.12 | 11.11 | 2.70 | 25.84 | -51.85 | -30.93 | 2.80 |
| Sharpe Ratio | NA | -0.11 | 0.28 | 0.54 | -0.09 | NA | NA | … | … | 0.98 | -0.09 | -0.35 | 0.72 | 1.71 | 1.24 | -0.96 | -0.08 | 0.76 | -0.78 | 1.26 | 0.43 | 0.33 | 0.06 | 0.62 | -0.96 | -0.59 | 0.02 |
| Standard Deviation(%) | NA | 27.17 | 34.03 | 32.32 | 55.87 | NA | NA | … | … | 20.29 | 34.21 | 31.34 | 47.09 | 28.28 | 32.66 | 52.51 | 44.71 | 89.15 | 97.90 | 39.31 | 29.81 | 27.12 | 29.84 | 40.70 | 55.40 | 57.25 | 76.48 |
| Draw Down(%) | NA | 21.67 | 37.92 | 37.92 | 89.25 | NA | NA | … | … | 11.16 | 21.08 | 28.72 | 20.17 | 17.05 | 28.21 | 60.90 | 43.78 | 59.11 | 83.90 | 20.14 | 34.44 | 22.72 | 27.89 | 31.86 | 68.50 | 59.66 | 39.73 |
| Yield(%) | 0.00 | 2.21 | 2.97 | 4.31 | 0.71 | 0.67 | 0.29 | … | … | 0.82 | 3.05 | 2.18 | 2.56 | 2.35 | 4.38 | 1.12 | 0.29 | 0.45 | 0.13 | 0.18 | 0.21 | 0.24 | 0.24 | 0.30 | 0.19 | 0.06 | 0.03 |
Data as of 05/26/2017, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JNS (Janus Capital Group Inc) |
-41.32%
Feb 2006 – Feb 2009 |
-24.20%
Jul 2007 – Jul 2012 |
-15.21%
Aug 2000 – Aug 2010 |
-7.03%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JNS (Janus Capital Group Inc) |
40.65%
Dec 2011 – Dec 2014 |
24.40%
Oct 2002 – Oct 2007 |
4.52%
Apr 2005 – Apr 2015 |
-1.07%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart