Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JIIEX (JANUS INTERNATIONAL EQUITY FUND CLASS I) | NA | -14.19% | -8.57% | -0.63% | 0.35% | NA | NA | … | … |
Data as of 03/30/2017, Common starting date is 12/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JIIEX (JANUS INTERNATIONAL EQUITY FUND CLASS I) | 12/07/2006 | 03/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.36 | -14.19 | -8.57 | -0.63 | 0.35 | NA | NA | … | … | -13.46 | -4.45 | -3.33 | -5.17 | 22.16 | 18.95 | -13.67 | 14.30 | 52.08 | -45.99 | 22.23 | 1.64 |
| Sharpe Ratio | NA | -0.48 | -0.37 | -0.03 | 0.00 | NA | NA | … | … | -1.08 | -0.26 | -0.22 | -0.47 | 1.72 | 1.09 | -0.50 | 0.73 | 2.15 | -1.12 | 1.10 | 4.25 |
| Standard Deviation(%) | NA | 29.95 | 22.73 | 21.83 | 26.35 | NA | NA | … | … | 41.99 | 17.72 | 15.61 | 11.10 | 12.87 | 17.46 | 27.64 | 19.53 | 24.20 | 41.64 | 17.50 | 6.60 |
| Draw Down(%) | NA | 18.71 | 28.30 | 28.30 | 58.67 | NA | NA | … | … | 18.71 | 14.97 | 18.48 | 13.32 | 10.60 | 17.85 | 26.47 | 16.73 | 20.34 | 58.67 | 11.71 | 0.86 |
| Yield(%) | 0.00 | 1.84 | 3.08 | 2.77 | 2.00 | 1.43 | 1.07 | … | … | 0.00 | 1.81 | 1.75 | 6.20 | 1.14 | 1.30 | 1.50 | 0.94 | 2.52 | 1.18 | 1.01 | 0.00 |
Data as of 03/30/2017, Common starting date is 12/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIEX (JANUS INTERNATIONAL EQUITY FUND CLASS I) |
-5.98%
May 2007 – May 2010 |
-2.73%
Oct 2007 – Oct 2012 |
2.60%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JIIEX (JANUS INTERNATIONAL EQUITY FUND CLASS I) |
24.68%
Feb 2009 – Feb 2012 |
19.43%
Feb 2009 – Feb 2014 |
2.66%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart