Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDADX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS D) | NA | -13.01% | -5.80% | -2.37% | NA | NA | NA | … | … |
Data as of 06/12/2020, Common starting date is 12/31/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDADX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS D) | 12/31/2012 | 06/12/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.36 | -13.01 | -5.80 | -2.37 | NA | NA | NA | … | … | -5.51 | 0.04 | -4.54 | 3.79 | 8.99 | -5.28 | 3.42 | -0.90 | 0.00 |
| Sharpe Ratio | NA | -1.21 | -0.90 | -0.30 | NA | NA | NA | … | … | -2.76 | -0.27 | -1.26 | 0.81 | 1.62 | -1.31 | 1.34 | -0.10 | NA |
| Standard Deviation(%) | NA | 4.91 | 4.60 | 4.76 | NA | NA | NA | … | … | 4.46 | 5.06 | 4.66 | 3.91 | 5.40 | 4.07 | 2.55 | 9.18 | 0.00 |
| Draw Down(%) | NA | 7.82 | 11.83 | 11.83 | NA | NA | NA | … | … | 6.13 | 5.92 | 7.18 | 2.35 | 3.43 | 7.60 | 2.92 | 7.93 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 1.08 | 1.43 | 0.88 | 0.59 | 0.44 | … | … | 0.00 | 0.04 | 0.59 | 2.67 | 3.06 | 0.96 | 1.60 | 0.00 | 0.00 |
Data as of 06/12/2020, Common starting date is 12/31/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDADX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS D) |
-2.54%
Apr 2017 – Apr 2020 |
-0.84%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDADX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS D) |
3.93%
Aug 2015 – Aug 2018 |
2.41%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart