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 Strategic Asset Allocation - Optimal Moderate | NA | -1.74% | 3.84% | 4.95% | 9.51% | 7.13% | NA | 7.55% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.51 | -1.74 | 3.84 | 4.95 | 9.51 | 7.13 | NA | 7.55 | -6.36 | 11.55 | 4.90 | 2.59 | 7.24 | 17.22 | 13.26 | -0.33 | 20.05 | 27.50 | -28.51 | 8.03 | 13.33 | 7.72 | 12.89 | 26.81 | -3.44 | 4.70 |
| Sharpe Ratio | NA | -0.96 | 0.34 | 0.48 | 0.85 | NA | NA | 0.55 | -0.96 | 2.65 | 0.59 | 0.32 | 1.19 | 2.38 | 1.80 | -0.02 | 1.62 | 1.36 | -1.23 | 0.52 | 1.36 | 0.88 | 1.65 | 3.52 | -0.53 | 0.31 |
| Standard Deviation(%) | NA | 7.99 | 6.92 | 7.02 | 10.66 | NA | NA | 10.93 | 7.99 | 4.12 | 7.91 | 8.14 | 6.07 | 7.21 | 7.36 | 15.10 | 12.34 | 20.09 | 23.99 | 9.58 | 7.39 | 6.32 | 7.24 | 7.42 | 8.64 | 7.83 |
| Draw Down(%) | NA | 12.10 | 12.10 | 12.10 | 19.44 | NA | NA | 43.06 | 12.10 | 1.65 | 7.68 | 6.39 | 4.63 | 6.26 | 5.66 | 14.55 | 9.53 | 19.44 | 38.85 | 6.33 | 6.87 | 4.48 | 7.95 | 5.40 | 14.07 | 11.16 |
| Yield(%) | NA | 2.45 | 3.31 | 4.05 | 4.09 | NA | NA | 4.04 | 2.44 | 3.56 | 3.89 | 7.43 | 2.90 | 5.41 | 3.49 | 2.70 | 5.85 | 2.93 | 2.85 | 7.16 | 7.94 | 4.53 | 3.65 | 2.09 | 1.34 | 2.50 |
Data as of 10/31/2018, 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 Strategic Asset Allocation - Optimal Moderate |
-9.73%
Feb 2006 - Feb 2009 |
-2.15%
Feb 2004 - Feb 2009 |
5.95%
Oct 2007 - Oct 2017 |
7.06%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JANUS RESEARCH GROUP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
23.10%
Feb 2009 - Feb 2012 |
18.91%
Feb 2009 - Feb 2014 |
10.32%
Nov 2008 - Nov 2018 |
9.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart