Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDDCX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS C) | NA | -5.19% | -3.45% | -1.26% | 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 |
|---|---|---|
| JDDCX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS C) | 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 (%) | -0.11 | -5.19 | -3.45 | -1.26 | NA | NA | NA | … | … | -5.93 | 0.47 | -5.26 | 2.87 | 8.01 | -6.14 | 3.25 | -1.80 | 0.00 |
| Sharpe Ratio | NA | -1.24 | -1.00 | -0.42 | NA | NA | NA | … | … | -2.89 | -0.19 | -1.41 | 0.57 | 1.42 | -1.51 | 1.24 | -0.20 | NA |
| Standard Deviation(%) | NA | 4.89 | 4.59 | 4.77 | NA | NA | NA | … | … | 4.57 | 4.95 | 4.66 | 3.96 | 5.46 | 4.07 | 2.62 | 9.20 | 0.00 |
| Draw Down(%) | NA | 7.59 | 12.28 | 12.28 | NA | NA | NA | … | … | 6.36 | 5.45 | 7.92 | 2.40 | 3.51 | 8.11 | 2.95 | 8.24 | 0.00 |
| Yield(%) | 0.00 | 0.04 | 0.58 | 0.97 | 0.64 | 0.43 | 0.32 | … | … | 0.00 | 0.04 | 0.17 | 1.53 | 2.29 | 0.97 | 1.61 | 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 |
|---|---|---|---|---|
| JDDCX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS C) |
-2.95%
Apr 2017 – Apr 2020 |
-1.45%
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 |
|---|---|---|---|---|
| JDDCX (JANUS DIVERSIFIED ALTERNATIVES FUND CLASS C) |
3.06%
Aug 2015 – Aug 2018 |
1.66%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart