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JSPMX: JANUS GLOBAL ALLOCATION FUND - MODERATE CLASS T (MUTUAL FUND)
Basic Info 11.91 0.05(0.42%) April 26
Asset Class: | World Allocation |
MyPlanIQ Rating: | (87%) |
Start Date: | 01/11/2006 |
Last Dividend Date: | 12/28/2023 |
12-Mo. Yield | 1.43% |
Expenses | 1.11% |
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Performance Analytics (As of 04/26/2024)
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 01/12/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 1.8 | 9.0 | -1.7 | 4.1 | 4.0 | 6.7 | 5.3 | 11.7 | -17.5 | 7.1 | 14.4 | 15.6 | -6.7 | 16.2 | 3.0 | -2.2 | 3.4 | 15.2 | 12.6 | -2.6 | 12.2 | 30.3 | -25.3 | 12.7 | 10.9 |
Sharpe Ratio | NA | 0.28 | 0.65 | -0.37 | 0.21 | 0.3 | NA | 0.4 | 0.87 | -1.28 | 0.86 | 0.79 | 2.59 | -1.05 | 3.93 | 0.34 | -0.28 | 0.5 | 2.03 | 1.62 | -0.19 | 1.12 | 2.04 | -1.28 | 1.02 | 1.1 |
Draw Down(%) | NA | 4.1 | 9.1 | 25.2 | 25.2 | 25.2 | NA | 35.7 | 9.1 | 23.9 | 4.5 | 22.9 | 3.1 | 12.9 | 1.3 | 6.5 | 10.1 | 6.4 | 6.8 | 6.9 | 14.0 | 8.2 | 13.5 | 35.1 | 6.0 | 8.2 |
Standard Deviation(%) | NA | 7.3 | 7.8 | 10.7 | 12.0 | 9.8 | NA | 11.0 | 8.6 | 14.7 | 8.2 | 17.8 | 5.5 | 7.7 | 4.0 | 8.1 | 8.2 | 6.7 | 7.5 | 7.8 | 14.0 | 10.8 | 14.8 | 20.5 | 9.6 | 7.3 |
Treynor Ratio | NA | 0.02 | 0.06 | -0.05 | 0.04 | 0.04 | NA | 0.05 | 0.09 | -0.23 | 0.1 | 0.33 | 0.23 | -0.11 | 0.17 | 0.03 | -0.02 | 0.04 | 0.16 | 0.14 | -0.03 | 0.12 | 0.29 | -0.27 | 0.09 | 0.09 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.02 | 0.01 | 0.02 | 0.02 | -0.01 | 0.01 | 0.0 | -0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.01 | 0.03 | -0.03 | -0.02 | 0.0 |
Beta | NA | 0.84 | 0.88 | 0.82 | 0.64 | 0.71 | NA | 0.85 | 0.87 | 0.81 | 0.74 | 0.43 | 0.62 | 0.75 | 0.92 | 0.91 | 0.98 | 0.94 | 0.94 | 0.89 | 0.92 | 0.97 | 1.03 | 0.95 | 1.1 | 0.88 |
RSquared | NA | 0.92 | 0.86 | 0.73 | 0.44 | 0.53 | NA | 0.72 | 0.76 | 0.71 | 0.66 | 0.18 | 0.43 | 0.69 | 0.82 | 0.91 | 0.95 | 0.91 | 0.89 | 0.93 | 0.92 | 0.94 | 0.93 | 0.9 | 0.86 | 0.77 |
Yield(%) | N/A | 0.0 | 1.5 | 5.0 | 5.6 | 5.2 | 6.8 | N/A | 1.6 | 2.3 | 12.6 | 4.8 | 6.2 | 4.2 | 7.8 | 1.9 | 8.2 | 5.0 | 8.0 | 2.6 | 2.4 | 2.7 | 2.9 | 2.4 | 5.2 | 1.7 |
Dividend Growth(%) | N/A | -100.0 | -43.3 | 17.4 | 1.7 | N/A | N/A | N/A | -43.3 | -83.0 | 183.9 | -13.9 | 28.6 | -41.1 | 331.8 | -80.0 | 61.8 | -34.0 | 232.3 | 6.9 | -3.3 | 15.4 | -10.3 | -50.0 | 222.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/12/2006
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