Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JARFX (Janus Global Research T) | NA | -7.25% | 4.48% | 0.78% | NA | NA | NA | 6.70% |
Data as of 03/28/2013, AR inception is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JARFX (Janus Global Research T) | 03/01/2005 | 03/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.25 | 4.48 | 0.78 | NA | NA | NA | 6.70 | -8.14 | 16.75 | -7.59 | 20.03 | 45.89 | -45.49 | 26.75 | 18.40 | 18.36 |
| Sharpe Ratio | NA | -0.31 | 0.20 | 0.02 | NA | NA | NA | 0.23 | -0.90 | 1.11 | -0.29 | 1.05 | 1.67 | -1.11 | 1.44 | 1.24 | 1.91 |
| Standard Deviation(%) | NA | 23.70 | 23.71 | 29.31 | NA | NA | NA | 24.04 | 33.44 | 15.13 | 26.32 | 19.06 | 27.49 | 41.83 | 16.59 | 12.19 | 10.41 |
| Draw Down(%) | NA | 14.52 | 23.96 | 57.87 | NA | NA | NA | 59.14 | 14.52 | 13.73 | 23.96 | 13.86 | 23.83 | 57.87 | 9.59 | 13.18 | 6.61 |
| Yield(%) | 0.00 | 0.51 | 0.57 | 0.44 | 2.14 | 1.43 | 1.07 | 2.68 | 0.00 | 0.58 | 0.14 | 0.96 | 0.45 | 0.33 | 5.90 | 6.87 | 2.67 |
Data as of 03/28/2013, AR inception is 03/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JARFX (Janus Global Research T) |
-12.35%
Feb 2006 - Feb 2009 |
-1.27%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JARFX (Janus Global Research T) |
28.51%
Feb 2009 - Feb 2012 |
9.26%
Apr 2005 - Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart