Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDAIX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS I) | NA | -4.96% | -2.94% | -0.56% | 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 |
|---|---|---|
| JDAIX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS I) | 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 (%) | 0.00 | -4.96 | -2.94 | -0.56 | NA | NA | NA | … | … | -5.39 | 0.04 | -4.39 | 3.87 | 9.12 | -5.17 | 3.52 | -0.80 | 0.00 |
| Sharpe Ratio | NA | -1.19 | -0.88 | -0.28 | NA | NA | NA | … | … | -2.63 | -0.28 | -1.21 | 0.84 | 1.63 | -1.31 | 1.42 | -0.09 | NA |
| Standard Deviation(%) | NA | 4.91 | 4.60 | 4.77 | NA | NA | NA | … | … | 4.60 | 4.96 | 4.74 | 3.89 | 5.44 | 3.98 | 2.47 | 9.03 | 0.00 |
| Draw Down(%) | NA | 7.90 | 11.78 | 11.78 | NA | NA | NA | … | … | 6.22 | 5.81 | 7.07 | 2.34 | 3.42 | 7.49 | 2.92 | 7.84 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 1.19 | 1.52 | 0.93 | 0.62 | 0.46 | … | … | 0.00 | 0.04 | 0.63 | 2.95 | 3.21 | 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 |
|---|---|---|---|---|
| JDAIX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS I) |
-2.49%
Apr 2017 – Apr 2020 |
-0.77%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDAIX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS I) |
4.07%
Aug 2015 – Aug 2018 |
2.51%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart