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ISIN
US4710238043
CUSIP
471023804
Inception Date
Sep 1, 1992
Min. Investment
$2,500
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JAENX Performance Chart

Janus Henderson Enterprise Fund Class T (JAENX) is up 6.5% since the beginning of the year. JAENX is currently trading at $148 per share. Investors who bought $1,000 worth of JAENX shares 5 years ago would now be looking at an investment worth $1,410.


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S&P 500 Index

Returns By Period

Janus Henderson Enterprise Fund Class T (JAENX) has returned 6.52% so far this year and 13.64% over the past 12 months. Over the last ten years, JAENX has returned 12.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Janus Henderson Enterprise Fund Class T

1D
0.31%
1M
5.52%
YTD
6.52%
6M
6.91%
1Y
13.64%
3Y*
12.79%
5Y*
7.12%
10Y*
12.52%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAENX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 1992, JAENX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Feb 2000 with a return of +23.9%, while the worst month was Nov 2000 at -24.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JAENX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.11%-0.07%-5.82%8.07%4.76%0.08%6.52%
20254.66%-3.08%-5.41%-1.28%5.38%3.31%1.41%1.02%0.05%-0.04%0.85%0.93%7.52%
20240.43%6.08%1.84%-4.59%2.53%-0.70%5.70%2.89%0.65%-1.79%7.53%-5.50%15.12%
20239.35%-1.20%0.38%-1.81%-1.01%7.07%2.69%-3.07%-3.99%-7.53%9.88%7.55%17.86%
2022-6.54%-0.79%0.34%-7.90%1.16%-7.87%9.15%-3.52%-8.91%8.64%5.30%-4.28%-16.12%
2021-2.91%5.30%2.57%4.40%-0.54%0.80%2.83%1.06%-2.93%3.92%-3.27%5.04%16.89%

Benchmark Metrics

Janus Henderson Enterprise Fund Class T has an annualized alpha of 2.51%, beta of 1.03, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 01, 1992.

  • This fund captured 117.00% of S&P 500 Index gains and 106.89% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.03 and R2 of 0.72, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.51%
Beta
1.03
0.72
Upside Capture
117.00%
Downside Capture
106.89%

Expense Ratio

JAENX has an expense ratio of 0.91%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JAENX ranks 15 for risk / return — in the bottom 15% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


JAENX Risk / Return Rank: 1515
Overall Rank
JAENX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JAENX Sortino Ratio Rank: 1515
Sortino Ratio Rank
JAENX Omega Ratio Rank: 1414
Omega Ratio Rank
JAENX Calmar Ratio Rank: 1414
Calmar Ratio Rank
JAENX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Janus Henderson Enterprise Fund Class T (JAENX) and compare them to S&P 500 Index.


JAENXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.08

2.24

-1.16

Sortino ratio

Return per unit of downside risk

1.63

3.07

-1.44

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.21

Calmar ratio

Return relative to maximum drawdown

1.30

2.93

-1.62

Martin ratio

Return relative to average drawdown

4.53

13.52

-8.99

Dividends

Dividend History

Janus Henderson Enterprise Fund Class T provided a 7.07% dividend yield over the last twelve months, with an annual payout of $10.49 per share.


0.00%5.00%10.00%15.00%$0.00$5.00$10.00$15.00$20.00$25.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$10.49$10.49$9.72$9.83$12.57$24.92$13.14$6.21$6.88$2.09$1.62$3.37

Dividend yield

7.07%7.53%6.98%7.62%10.62%15.94%8.43%4.41%6.32%1.79%1.72%3.93%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Enterprise Fund Class T. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.49$10.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.72$9.72
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.83$9.83
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$12.57$12.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$24.92$24.92

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson Enterprise Fund Class T. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Janus Henderson Enterprise Fund Class T was 79.85%, occurring on Oct 9, 2002. Recovery took 3108 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-79.85%Oct 2002
2y 7mo12y 4mo
14y 11moMar 2000 - Feb 2015
COVID crash2020
-38.25%Mar 2020
1mo 4d5mo 13d
6mo 17dFeb 2020 - Sep 2020
1998 bear market1998
-33.33%Oct 1998
2mo 19d2mo 16d
5mo 5dJul 1998 - Dec 1998
Bear market2022
-24.31%Sep 2022
10mo 17d1y 4mo
2y 2moNov 2021 - Feb 2024
1997 bear market1997
-21.59%Apr 1997
10mo 12d5mo 12d
1y 3moJun 1996 - Sep 1997

Drawdown Indicators


JAENXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.85%

-56.78%

-23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-9.10%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.60%

-18.90%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.31%

-25.43%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.25%

-33.92%

-4.33%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-24.94%

-10.72%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

1.97%

+1.31%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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