Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGSIX (Janus Protected Series – Global I) | NA | 0.00% | -4.29% | 0.61% | NA | NA | NA | … | … |
Data as of 01/23/2017, Common starting date is 12/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGSIX (Janus Protected Series – Global I) | 12/16/2011 | 01/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -4.29 | 0.61 | NA | NA | NA | … | … | 0.00 | 0.00 | -13.60 | 2.15 | 17.00 | 5.10 | 1.90 |
| Sharpe Ratio | NA | 0.00 | -0.45 | 0.05 | NA | NA | NA | … | … | 0.00 | 0.00 | -1.04 | 0.21 | 1.72 | 0.51 | 4.29 |
| Standard Deviation(%) | NA | 8.62 | 9.79 | 9.91 | NA | NA | NA | … | … | NA | NA | 13.14 | 10.10 | 9.88 | 9.89 | 16.15 |
| Draw Down(%) | NA | 0.00 | 18.74 | 18.74 | NA | NA | NA | … | … | 0.00 | 0.00 | 18.74 | 8.44 | 6.97 | 11.14 | 1.10 |
| Yield(%) | 0.00 | 0.00 | 2.23 | 2.01 | 1.08 | 0.72 | 0.54 | … | … | 0.00 | 0.00 | 0.00 | 6.80 | 2.31 | 0.00 | 0.00 |
Data as of 01/23/2017, Common starting date is 12/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGSIX (Janus Protected Series – Global I) |
-4.08%
Dec 2013 – Dec 2016 |
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 |
|---|---|---|---|---|
| JGSIX (Janus Protected Series – Global I) |
8.93%
May 2012 – May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
