Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JRGIX (Janus Global Research I) | NA | 14.68% | 12.84% | 10.75% | NA | NA | NA | 10.62% |
Data as of 05/29/2013, AR inception is 11/30/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JRGIX (Janus Global Research I) | 11/30/2007 | 05/29/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 14.68 | 12.84 | 10.75 | NA | NA | NA | 10.62 | 4.84 | 16.93 | -7.47 | 20.26 | 117.36 | -44.31 | 0.30 |
Sharpe Ratio | NA | 1.12 | 0.63 | 0.35 | NA | NA | NA | 0.31 | 1.50 | 1.12 | -0.29 | 1.06 | 2.42 | -1.09 | 0.09 |
Standard Deviation(%) | NA | 13.03 | 19.54 | 30.23 | NA | NA | NA | 30.21 | 8.25 | 15.16 | 26.30 | 18.96 | 48.37 | 41.42 | 18.80 |
Draw Down(%) | NA | 5.87 | 23.91 | 55.91 | NA | NA | NA | 56.63 | 2.96 | 13.69 | 23.91 | 13.78 | 24.29 | 56.59 | 5.67 |
Yield(%) | 0.00 | 0.77 | 0.90 | 0.69 | 0.34 | 0.23 | 0.17 | 0.68 | 0.00 | 0.81 | 0.33 | 1.26 | 0.38 | 0.09 | 0.00 |
Data as of 05/29/2013, AR inception is 11/30/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JRGIX (Janus Global Research I) |
8.99%
Apr 2010 - Apr 2013 |
9.51%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JRGIX (Janus Global Research I) |
47.40%
Feb 2009 - Feb 2012 |
12.50%
Mar 2008 - Mar 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart