Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGGNX (Janus Henderson Global Income Managed Volatility Fund N Shares) | NA | -2.69% | 5.65% | NA | NA | NA | NA | … | … |
Data as of 05/20/2022, Common starting date is 08/07/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGGNX (Janus Henderson Global Income Managed Volatility Fund N Shares) | 08/07/2017 | 05/20/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | -2.69 | 5.65 | NA | NA | NA | NA | … | … | -4.89 | 10.28 | 2.46 | 16.49 | -2.63 | 1.41 |
| Sharpe Ratio | NA | -0.27 | 0.30 | NA | NA | NA | NA | … | … | -1.04 | 1.07 | 0.08 | 2.04 | -0.43 | 0.61 |
| Standard Deviation(%) | NA | 10.37 | 17.57 | NA | NA | NA | NA | … | … | 12.09 | 9.55 | 27.30 | 7.41 | 9.21 | 4.54 |
| Draw Down(%) | NA | 7.53 | 31.35 | NA | NA | NA | NA | … | … | 6.25 | 8.09 | 31.35 | 4.89 | 7.64 | 1.67 |
| Yield(%) | 0.09 | 3.82 | 3.92 | 3.62 | 1.81 | 1.21 | 0.91 | … | … | 1.28 | 4.00 | 3.15 | 4.28 | 3.28 | 1.90 |
Data as of 05/20/2022, Common starting date is 08/07/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGGNX (Janus Henderson Global Income Managed Volatility Fund N Shares) |
3.03%
Oct 2017 – Oct 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGGNX (Janus Henderson Global Income Managed Volatility Fund N Shares) |
10.66%
Dec 2018 – Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart