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JLSIX: Janus Global Market Neutral I (MUTUAL FUND)
Basic Info
| Asset Class: | Long/Short Equity |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 08/09/2006 |
| Last Dividend Date: | 12/22/2011 |
| 12-Mo. Yield | 10.03% |
| Expenses | 3.74% |
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Performance Analytics (As of 11/16/2012)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 08/09/2006 |
2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.5 | -1.0 | -4.9 | 0.2 | -1.6 | -3.8 | 2.8 | 4.7 | -23.7 | 16.6 | 11.8 |
| Sharpe Ratio | NA | 0.08 | -0.11 | -0.37 | -0.05 | -0.32 | -0.43 | 0.25 | 0.24 | -1.26 | 2.03 | 5.98 |
| Draw Down(%) | NA | 8.5 | 15.6 | 35.9 | 35.9 | 8.5 | 12.9 | 8.4 | 18.4 | 34.4 | 3.5 | 1.3 |
| Standard Deviation(%) | NA | 5.8 | 9.1 | 14.0 | 12.8 | 5.8 | 9.1 | 11.1 | 18.7 | 19.5 | 6.7 | 4.9 |
| Treynor Ratio | NA | 0.1 | -0.04 | -0.14 | -0.02 | -0.45 | -0.19 | 0.07 | 0.1 | -0.65 | 0.65 | 1.01 |
| Alpha | NA | 0.0 | -0.02 | -0.03 | -0.01 | -0.01 | -0.02 | -0.01 | -0.03 | -0.05 | 0.05 | 0.07 |
| Beta | NA | 0.04 | 0.26 | 0.36 | 0.35 | 0.04 | 0.2 | 0.42 | 0.48 | 0.38 | 0.21 | 0.29 |
| RSquared | NA | 0.01 | 0.27 | 0.46 | 0.45 | 0.01 | 0.28 | 0.46 | 0.49 | 0.64 | 0.25 | 0.2 |
| Yield(%) | N/A | 10.0 | 3.3 | 2.0 | N/A | 0.0 | 9.4 | 0.1 | 0.0 | 1.6 | 0.8 | 0.7 |
| Dividend Growth(%) | N/A | N/A | 178.4 | N/A | N/A | -100.0 | 6426.7 | N/A | -100.0 | 136.0 | 26.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/09/2006
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See Long/Short Equity Asset Class Trend Rankings |
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