Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSLSX (Janus Global Market Neutral S) | NA | 0.46% | -1.00% | -5.08% | NA | NA | NA | … | … |
Data as of 11/16/2012, Common starting date is 08/09/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSLSX (Janus Global Market Neutral S) | 08/09/2006 | 11/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.46 | -1.00 | -5.08 | NA | NA | NA | … | … | -1.44 | -4.16 | 3.13 | 4.00 | -23.97 | 16.17 | 11.64 |
| Sharpe Ratio | NA | 0.07 | -0.12 | -0.38 | NA | NA | NA | … | … | -0.29 | -0.46 | 0.27 | 0.21 | -1.27 | 1.98 | 5.87 |
| Standard Deviation(%) | NA | 5.92 | 9.15 | 13.97 | NA | NA | NA | … | … | 5.90 | 9.07 | 11.25 | 18.61 | 19.53 | 6.67 | 4.93 |
| Draw Down(%) | NA | 8.32 | 15.63 | 36.16 | NA | NA | NA | … | … | 8.32 | 13.07 | 8.04 | 18.46 | 34.65 | 3.56 | 1.28 |
| Yield(%) | 0.00 | 9.47 | 3.22 | 1.70 | 1.14 | 0.76 | 0.57 | … | … | 0.00 | 8.91 | 0.56 | 0.00 | 0.28 | 0.71 | 0.46 |
Data as of 11/16/2012, Common starting date is 08/09/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSLSX (Janus Global Market Neutral S) |
-7.16%
Nov 2007 – Nov 2010 |
-5.55%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSLSX (Janus Global Market Neutral S) |
4.03%
Mar 2009 – Mar 2012 |
-1.28%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart