Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Tactical Asset Allocation Moderate | NA | -1.54% | 4.40% | 6.90% | 5.86% | 8.15% | 8.59% | 8.53% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.82 | -1.54 | 4.40 | 6.90 | 5.86 | 8.15 | 8.59 | 8.53 | -0.47 | 9.37 | -12.09 | 15.92 | 19.24 | 20.91 | -4.41 | 15.20 | 4.56 | -3.22 | 4.42 | 16.05 | 8.98 | 0.00 | 16.52 | 27.85 | -1.83 | 10.24 | 18.93 | 6.38 | 11.25 | 20.90 | -1.83 | 3.33 |
| Sharpe Ratio | NA | 0.11 | 0.18 | 0.36 | 0.38 | NA | NA | 0.65 | -0.09 | 0.66 | -1.43 | 0.39 | 1.68 | 3.04 | -0.66 | 3.22 | 0.81 | -0.46 | 0.75 | 2.45 | 1.87 | 0.00 | 1.32 | 2.75 | -0.61 | 0.73 | 1.94 | 0.63 | 1.37 | 3.96 | -0.56 | 0.38 |
| Standard Deviation(%) | NA | 7.80 | 8.92 | 19.94 | 14.81 | NA | NA | 11.41 | 8.19 | 7.75 | 9.44 | 40.85 | 11.35 | 6.42 | 8.64 | 4.53 | 5.41 | 6.98 | 5.89 | 6.55 | 4.78 | 11.70 | 12.47 | 10.08 | 4.54 | 9.91 | 8.07 | 6.65 | 7.53 | 5.10 | 5.26 | 2.71 |
| Draw Down(%) | NA | 6.74 | 13.28 | 24.73 | 24.73 | NA | NA | 24.73 | 1.96 | 6.74 | 12.57 | 24.73 | 13.15 | 2.31 | 13.14 | 1.75 | 4.34 | 8.45 | 4.74 | 5.98 | 3.25 | 12.48 | 9.25 | 5.16 | 4.12 | 7.30 | 6.52 | 4.79 | 9.77 | 1.89 | 9.77 | 3.01 |
| Yield(%) | NA | 3.45 | 3.27 | 4.37 | 4.05 | NA | NA | 4.33 | 0.01 | 3.66 | 1.58 | 3.50 | 6.86 | 5.50 | 4.51 | 4.25 | 4.18 | 3.59 | 2.32 | 5.80 | 4.51 | 3.51 | 6.80 | 4.01 | 3.43 | 4.62 | 8.89 | 6.44 | 3.86 | 2.08 | 1.45 | 4.17 |
Data as of 10/31/2023, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Tactical Asset Allocation Moderate |
1.86%
Dec 2013 - Dec 2016 |
3.08%
Dec 2013 - Dec 2018 |
5.86%
Oct 2013 - Oct 2023 |
7.92%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Tactical Asset Allocation Moderate |
18.67%
Dec 2018 - Dec 2021 |
15.00%
Apr 2005 - Apr 2010 |
12.12%
Apr 2003 - Apr 2013 |
10.39%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart