Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDDAX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS A) | NA | -5.31% | -3.15% | -0.79% | 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 |
|---|---|---|
| JDDAX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS A) | 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 | -5.31 | -3.15 | -0.79 | NA | NA | NA | … | … | -5.64 | -0.06 | -4.60 | 3.60 | 8.90 | -5.39 | 3.43 | -1.10 | 0.00 |
| Sharpe Ratio | NA | -1.25 | -0.92 | -0.32 | NA | NA | NA | … | … | -2.74 | -0.29 | -1.26 | 0.76 | 1.60 | -1.33 | 1.38 | -0.13 | NA |
| Standard Deviation(%) | NA | 4.93 | 4.62 | 4.78 | NA | NA | NA | … | … | 4.60 | 5.00 | 4.72 | 3.95 | 5.40 | 4.08 | 2.48 | 9.03 | 0.00 |
| Draw Down(%) | NA | 7.96 | 12.12 | 12.12 | NA | NA | NA | … | … | 6.27 | 5.95 | 7.30 | 2.36 | 3.44 | 7.63 | 2.93 | 7.94 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 1.04 | 1.38 | 0.85 | 0.57 | 0.43 | … | … | 0.00 | 0.04 | 0.54 | 2.58 | 2.96 | 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 |
|---|---|---|---|---|
| JDDAX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS A) |
-2.70%
Apr 2017 – Apr 2020 |
-0.98%
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 |
|---|---|---|---|---|
| JDDAX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS A) |
3.80%
Aug 2015 – Aug 2018 |
2.29%
Jul 2013 – Jul 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart