Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JCEFX (Janus Research Core I ) | NA | 9.18% | -0.20% | 0.45% | NA | NA | NA | -0.46% |
Data as of 03/14/2011, AR inception is 12/06/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JCEFX (Janus Research Core I ) | 12/06/2005 | 03/14/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.18 | -0.20 | 0.45 | NA | NA | NA | -0.46 | 1.23 | 9.80 | 36.31 | -42.30 | 12.09 | 10.93 | -10.11 |
| Sharpe Ratio | NA | 0.50 | -0.02 | -0.03 | NA | NA | NA | -0.07 | 0.95 | 0.52 | 1.28 | -1.02 | 0.55 | 0.63 | -2.06 |
| Standard Deviation(%) | NA | 17.46 | 31.28 | 26.44 | NA | NA | NA | 25.92 | 6.75 | 18.61 | 28.22 | 42.45 | 16.43 | 12.09 | 39.91 |
| Draw Down(%) | NA | 15.62 | 54.15 | 57.32 | NA | NA | NA | 57.32 | 1.75 | 15.62 | 26.17 | 54.42 | 10.93 | 11.42 | 11.18 |
| Yield(%) | 0.00 | 0.99 | 2.98 | 4.74 | 2.26 | 1.51 | 1.13 | 4.53 | 0.00 | 0.99 | 2.01 | 5.92 | 8.39 | 8.06 | 0.00 |
Data as of 03/14/2011, AR inception is 12/06/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCEFX (Janus Research Core I ) |
-16.82%
Feb 2006 - Feb 2009 |
0.24%
Jan 2006 - Jan 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JCEFX (Janus Research Core I ) |
-1.51%
Feb 2008 - Feb 2011 |
0.62%
Feb 2006 - Feb 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart