Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JEIIX (Janus Aspen Fundamental Equity Instl) | NA | 28.11% | -6.14% | 3.03% | NA | NA | NA | … | … |
Data as of 06/02/2010, Common starting date is 07/23/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEIIX (Janus Aspen Fundamental Equity Instl) | 07/23/2001 | 06/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 28.11 | -6.14 | 3.03 | NA | NA | NA | … | … | 5.16 | 36.96 | -42.17 | 11.07 | 9.95 | 15.69 | 13.44 | 22.89 | -18.57 | -2.58 |
| Sharpe Ratio | NA | 1.74 | -0.23 | 0.05 | NA | NA | NA | … | … | 1.05 | 1.33 | -1.04 | 0.49 | 0.54 | 1.23 | 1.12 | 1.47 | -0.93 | -0.39 |
| Standard Deviation(%) | NA | 16.12 | 30.77 | 25.23 | NA | NA | NA | … | … | 12.28 | 27.75 | 41.38 | 16.38 | 12.37 | 11.01 | 11.18 | 15.08 | 21.09 | 19.21 |
| Draw Down(%) | NA | 8.98 | 57.07 | 57.07 | NA | NA | NA | … | … | 8.98 | 25.65 | 53.75 | 10.76 | 11.92 | 6.60 | 7.71 | 11.95 | 28.29 | 19.59 |
| Yield(%) | 0.00 | 0.62 | 9.23 | 7.81 | 4.38 | 2.92 | 2.19 | … | … | 0.33 | 0.23 | 27.47 | 0.89 | 0.17 | 0.11 | 0.10 | 0.00 | 0.00 | 0.00 |
Data as of 06/02/2010, Common starting date is 07/23/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIIX (Janus Aspen Fundamental Equity Instl) |
-17.03%
Feb 2006 – Feb 2009 |
-5.04%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEIIX (Janus Aspen Fundamental Equity Instl) |
21.16%
Jan 2003 – Jan 2006 |
15.59%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart