Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JURIX (JANUS REAL RETURN FUND CLASS I) | NA | 0.96% | 2.09% | 2.16% | NA | NA | NA | … | … |
Data as of 03/16/2018, Common starting date is 05/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JURIX (JANUS REAL RETURN FUND CLASS I) | 05/25/2011 | 03/16/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.96 | 2.09 | 2.16 | NA | NA | NA | … | … | -0.55 | 1.92 | 4.36 | 1.79 | 1.19 | 2.48 | 4.89 | -4.47 |
| Sharpe Ratio | NA | 0.13 | 0.91 | 0.98 | NA | NA | NA | … | … | -3.18 | 0.86 | 1.88 | 0.86 | 0.53 | 1.45 | 1.13 | -0.93 |
| Standard Deviation(%) | NA | 1.40 | 1.90 | 1.95 | NA | NA | NA | … | … | 1.16 | 1.50 | 2.20 | 2.04 | 2.21 | 1.69 | 4.33 | 7.84 |
| Draw Down(%) | NA | 0.82 | 1.98 | 3.31 | NA | NA | NA | … | … | 0.82 | 0.95 | 1.89 | 1.64 | 3.31 | 2.60 | 5.37 | 8.51 |
| Yield(%) | 0.00 | 3.03 | 3.32 | 3.21 | 1.83 | 1.22 | 0.91 | … | … | 0.40 | 3.22 | 3.36 | 3.79 | 3.67 | 1.93 | 1.69 | 0.95 |
Data as of 03/16/2018, Common starting date is 05/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JURIX (JANUS REAL RETURN FUND CLASS I) |
1.06%
Jul 2011 – Jul 2014 |
1.71%
Jul 2011 – Jul 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JURIX (JANUS REAL RETURN FUND CLASS I) |
3.88%
Sep 2011 – Sep 2014 |
3.51%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart