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JIIEX: JANUS INTERNATIONAL EQUITY FUND CLASS I (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/07/2006 |
Last Dividend Date: | 12/19/2016 |
12-Mo. Yield | 1.84% |
Expenses | 0.91% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/07/2006 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -5.1 | 0.6 | 1.0 | -13.5 | -4.4 | -3.3 | -5.2 | 22.2 | 18.9 | -13.7 | 14.3 | 52.1 | -46.0 | 22.2 | 1.6 |
Sharpe Ratio | NA | -0.48 | -0.37 | -0.03 | 0.0 | 0.02 | -1.08 | -0.26 | -0.22 | -0.47 | 1.72 | 1.09 | -0.5 | 0.73 | 2.15 | -1.12 | 1.1 | 4.25 |
Draw Down(%) | NA | 18.7 | 28.3 | 28.3 | 58.7 | 58.7 | 18.7 | 15.0 | 18.5 | 13.3 | 10.6 | 17.9 | 26.5 | 16.7 | 20.3 | 58.7 | 11.7 | 0.9 |
Standard Deviation(%) | NA | 30.0 | 22.7 | 21.8 | 26.4 | 23.2 | 42.0 | 17.7 | 15.6 | 11.1 | 12.9 | 17.5 | 27.6 | 19.5 | 24.2 | 41.6 | 17.5 | 6.6 |
Treynor Ratio | NA | -0.14 | -0.09 | -0.01 | 0.0 | 0.01 | -0.36 | -0.05 | -0.03 | -0.06 | 0.25 | 0.19 | -0.14 | 0.16 | 0.65 | -0.49 | 0.21 | 0.37 |
Alpha | NA | -0.13 | -0.05 | -0.04 | -0.03 | -0.01 | -0.36 | -0.03 | 0.0 | 0.0 | 0.01 | 0.01 | -0.01 | 0.02 | 0.08 | -0.04 | 0.04 | 0.03 |
Beta | NA | 1.01 | 0.98 | 0.98 | 0.94 | 0.93 | 1.27 | 0.97 | 0.96 | 0.9 | 0.9 | 0.99 | 0.98 | 0.89 | 0.81 | 0.95 | 0.92 | 0.76 |
RSquared | NA | 0.3 | 0.46 | 0.5 | 0.71 | 0.82 | 0.07 | 0.92 | 0.91 | 0.83 | 0.8 | 0.88 | 0.94 | 0.93 | 0.91 | 0.89 | 0.79 | 0.57 |
Yield(%) | N/A | 1.8 | 3.1 | 2.8 | 2.0 | N/A | 0.0 | 1.8 | 1.7 | 6.2 | 1.1 | 1.3 | 1.5 | 1.0 | 2.5 | 1.2 | 1.0 | 0.0 |
Dividend Growth(%) | N/A | -3.8 | 190.8 | 117.8 | N/A | N/A | -100.0 | -4.8 | -75.0 | 546.2 | 0.0 | -23.5 | 70.0 | -41.2 | 13.3 | 36.4 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/07/2006
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