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ISIN
US4710214366
Inception Date
May 1, 2003
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

JAMVX Performance Chart

Janus Henderson VIT Mid Cap Value Portfolio (JAMVX) is up 9.9% since the beginning of the year. JAMVX is currently trading at $20 per share. Investors who bought $1,000 worth of JAMVX shares 5 years ago would now be looking at an investment worth $1,429.


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S&P 500 Index

Returns By Period

Janus Henderson VIT Mid Cap Value Portfolio (JAMVX) has returned 9.85% so far this year and 19.81% over the past 12 months. Over the last ten years, JAMVX has returned 8.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Janus Henderson VIT Mid Cap Value Portfolio

1D
-0.51%
1M
-1.11%
YTD
9.85%
6M
11.08%
1Y
19.81%
3Y*
14.03%
5Y*
7.40%
10Y*
8.97%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JAMVX Monthly Returns History

Based on dividend-adjusted daily data since Apr 28, 2000, JAMVX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2003 with a return of +47.7%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, JAMVX closed higher 52% of trading days. The best single day was Apr 30, 2003 with a return of +25.0%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.01%5.84%-5.01%6.08%-1.41%-0.51%9.85%
20253.39%-2.39%-2.82%-3.62%3.47%3.41%1.12%2.98%-0.85%-1.03%2.95%0.16%6.55%
2024-0.57%4.76%5.59%-5.65%4.51%-2.00%6.49%0.86%1.80%-1.35%6.39%-7.28%13.06%
20237.82%-2.72%-4.60%-0.06%-3.97%8.26%3.16%-3.24%-3.71%-3.29%8.24%6.52%11.41%
2022-2.98%0.43%1.99%-5.47%3.12%-9.39%7.26%-2.44%-8.06%10.33%6.16%-4.46%-5.51%
2021-1.25%5.05%5.71%4.89%1.25%-2.85%0.55%0.60%-2.67%3.53%-3.08%7.12%19.72%

Benchmark Metrics

Janus Henderson VIT Mid Cap Value Portfolio has an annualized alpha of 3.26%, beta of 0.87, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 05, 2000.

  • This fund captured 101.23% of S&P 500 Index gains but only 90.90% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.78, 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
3.26%
Beta
0.87
0.78
Upside Capture
101.23%
Downside Capture
90.90%

Expense Ratio

JAMVX has an expense ratio of 0.67%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JAMVX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JAMVX Risk / Return Rank: 3232
Overall Rank
JAMVX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JAMVX Sortino Ratio Rank: 2929
Sortino Ratio Rank
JAMVX Omega Ratio Rank: 2525
Omega Ratio Rank
JAMVX Calmar Ratio Rank: 3737
Calmar Ratio Rank
JAMVX Martin Ratio Rank: 3939
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 VIT Mid Cap Value Portfolio (JAMVX) and compare them to S&P 500 Index.


JAMVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.39

-0.89

Sortino ratio

Return per unit of downside risk

2.23

3.25

-1.02

Omega ratio

Gain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

2.30

3.11

-0.82

Martin ratio

Return relative to average drawdown

8.57

14.38

-5.82

Dividends

Dividend History

Janus Henderson VIT Mid Cap Value Portfolio provided a 9.88% dividend yield over the last twelve months, with an annual payout of $1.93 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.93$1.93$1.15$0.64$1.60$0.08$0.46$1.46$1.71$0.78$2.46$2.00

Dividend yield

9.88%10.85%6.16%3.67%9.77%0.43%2.85%8.72%12.17%4.32%14.88%12.31%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson VIT Mid Cap Value Portfolio. 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$1.85$0.00$0.00$0.00$0.00$0.00$0.08$1.93
2024$0.00$0.00$0.00$0.00$0.00$1.06$0.00$0.00$0.00$0.00$0.00$0.09$1.15
2023$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.10$0.64
2022$0.00$0.00$0.00$0.00$0.00$1.50$0.00$0.00$0.00$0.00$0.00$0.10$1.60
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.06$0.08

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 VIT Mid Cap Value Portfolio. 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 VIT Mid Cap Value Portfolio was 46.19%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.

The current Janus Henderson VIT Mid Cap Value Portfolio drawdown is 2.35%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-46.19%Mar 2009
1y 7mo1y 1mo
2y 9moJul 2007 - Apr 2010
Dot-com crash2000–2002
-40.34%Oct 2002
2y 27d7mo 20d
2y 8moSep 2000 - May 2003
COVID crash2020
-39.82%Mar 2020
2mo 2d9mo 19d
11mo 21dJan 2020 - Jan 2021
2011 bear market2011
-22.07%Oct 2011
5mo 4d9mo 4d
1y 2moMay 2011 - Jul 2012
Rate-hike selloffLate 2018
-20.52%Dec 2018
3mo 1d6mo 11d
9mo 12dSep 2018 - Jul 2019

Drawdown Indicators


JAMVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-46.19%

-56.78%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-9.10%

+0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.83%

-18.90%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.83%

-25.43%

+5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-33.92%

-5.90%

Current Drawdown

Current decline from peak

-2.35%

0.00%

-2.35%

Average Drawdown

Average peak-to-trough decline

-6.58%

-10.72%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

1.97%

+0.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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