Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDASX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS S) | NA | -12.83% | -5.78% | -2.39% | 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 |
|---|---|---|
| JDASX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS S) | 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 (%) | -8.12 | -12.83 | -5.78 | -2.39 | NA | NA | NA | … | … | -5.46 | 0.15 | -4.79 | 3.64 | 8.68 | -5.31 | 3.24 | -1.30 | 0.00 |
| Sharpe Ratio | NA | -1.20 | -0.91 | -0.31 | NA | NA | NA | … | … | -2.63 | -0.25 | -1.33 | 0.77 | 1.56 | -1.33 | 1.31 | -0.15 | NA |
| Standard Deviation(%) | NA | 4.98 | 4.59 | 4.75 | NA | NA | NA | … | … | 4.63 | 4.98 | 4.60 | 3.94 | 5.43 | 4.02 | 2.45 | 9.07 | 0.00 |
| Draw Down(%) | NA | 7.89 | 11.95 | 11.95 | NA | NA | NA | … | … | 6.19 | 5.78 | 7.34 | 2.37 | 3.46 | 7.47 | 2.94 | 7.95 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 0.96 | 1.37 | 0.85 | 0.56 | 0.42 | … | … | 0.00 | 0.04 | 0.58 | 2.31 | 3.15 | 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 |
|---|---|---|---|---|
| JDASX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS S) |
-2.66%
Apr 2017 – Apr 2020 |
-0.96%
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 |
|---|---|---|---|---|
| JDASX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS S) |
3.71%
Aug 2015 – Aug 2018 |
2.22%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart