Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDATX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS T) | NA | -5.10% | -3.02% | -0.63% | 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 |
|---|---|---|
| JDATX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS T) | 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 | -5.10 | -3.02 | -0.63 | NA | NA | NA | … | … | -5.53 | 0.15 | -4.55 | 3.73 | 9.00 | -5.29 | 3.53 | -1.10 | 0.00 |
| Sharpe Ratio | NA | -1.21 | -0.89 | -0.29 | NA | NA | NA | … | … | -2.70 | -0.25 | -1.25 | 0.79 | 1.62 | -1.33 | 1.40 | -0.13 | NA |
| Standard Deviation(%) | NA | 4.93 | 4.64 | 4.78 | NA | NA | NA | … | … | 4.57 | 5.08 | 4.68 | 3.95 | 5.41 | 4.00 | 2.52 | 9.04 | 0.00 |
| Draw Down(%) | NA | 7.85 | 11.78 | 11.78 | NA | NA | NA | … | … | 6.16 | 5.85 | 7.21 | 2.35 | 3.44 | 7.43 | 2.83 | 7.94 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 1.13 | 1.50 | 0.91 | 0.61 | 0.46 | … | … | 0.00 | 0.04 | 0.60 | 2.81 | 3.28 | 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 |
|---|---|---|---|---|
| JDATX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS T) |
-2.54%
Apr 2017 – Apr 2020 |
-0.82%
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 |
|---|---|---|---|---|
| JDATX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS T) |
3.91%
Aug 2015 – Aug 2018 |
2.40%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart