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ISIN
US47103E4035
Inception Date
Sep 1, 1992
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JANEX Performance Chart

Janus Henderson Enterprise Fund (JANEX) is up 6.4% since the beginning of the year. JANEX is currently trading at $150 per share. Investors who bought $1,000 worth of JANEX shares 5 years ago would now be looking at an investment worth $1,426.


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S&P 500 Index

Returns By Period

Janus Henderson Enterprise Fund (JANEX) has returned 6.38% so far this year and 13.96% over the past 12 months. Over the last ten years, JANEX has returned 12.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Janus Henderson Enterprise Fund

1D
1.45%
1M
1.55%
YTD
6.38%
6M
4.24%
1Y
13.96%
3Y*
11.79%
5Y*
7.35%
10Y*
12.69%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JANEX Monthly Returns History

Based on dividend-adjusted daily data since Sep 1, 1992, JANEX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% 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 13 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JANEX closed higher 54% 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
2026-0.10%-0.06%-5.81%8.08%4.77%-0.11%6.38%
20254.67%-3.08%-5.40%-1.27%5.39%3.33%1.41%1.03%0.05%-0.03%0.86%0.93%7.64%
20240.44%6.09%1.85%-4.58%2.54%-0.70%5.72%2.90%0.65%-1.78%7.54%-5.49%15.25%
20239.36%-1.19%0.39%-1.80%-1.00%7.08%2.69%-3.06%-3.98%-7.52%9.89%7.56%17.99%
2022-6.53%-0.78%0.35%-7.89%1.16%-7.87%9.17%-3.51%-8.90%8.65%5.31%-4.27%-16.03%
2021-2.91%5.32%2.58%4.41%-0.53%0.81%2.84%1.07%-2.92%3.93%-3.27%5.05%17.02%

Benchmark Metrics

Janus Henderson Enterprise Fund has an annualized alpha of 1.39%, beta of 1.02, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 01, 1992.

  • This fund captured 111.70% of S&P 500 Index gains and 107.34% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.02 and R2 of 0.71, 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
1.39%
Beta
1.02
0.71
Upside Capture
111.70%
Downside Capture
107.34%

Expense Ratio

JANEX has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JANEX ranks 14 for risk / return — in the bottom 14% 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.


JANEX Risk / Return Rank: 1414
Overall Rank
JANEX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
JANEX Sortino Ratio Rank: 1414
Sortino Ratio Rank
JANEX Omega Ratio Rank: 1313
Omega Ratio Rank
JANEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
JANEX Martin Ratio Rank: 1717
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 (JANEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JANEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.22

2.78

-1.57

Martin ratioReturn relative to average drawdown

4.23

12.44

-8.21

Dividends

Dividend History

Janus Henderson Enterprise Fund provided a 7.06% dividend yield over the last twelve months, with an annual payout of $10.62 per share. The fund has been increasing its distributions for 2 consecutive years.


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$10.62$10.62$9.89$9.83$12.57$25.19$13.29$6.31$6.99$2.09$1.56$3.14

Dividend yield

7.06%7.51%7.00%7.52%10.51%15.98%8.46%4.45%6.38%1.78%1.64%3.64%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Enterprise Fund. 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$10.62$10.62
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$9.89$9.89
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$25.19$25.19

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. 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 was 79.85%, occurring on Oct 9, 2002. Recovery took 3107 trading sessions.

The current Janus Henderson Enterprise Fund drawdown is 1.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-79.85%Oct 2002
2y 7mo12y 4mo
14y 11moMar 2000 - Feb 2015
COVID crash2020
-38.24%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
1997 bear market1997
-24.92%Apr 1997
10mo 12d10mo 26d
1y 9moJun 1996 - Mar 1998
Bear market2022
-24.24%Sep 2022
10mo 17d1y 4mo
2y 2moNov 2021 - Feb 2024

Drawdown Indicators


JANEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-79.85%

-56.78%

-23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-9.10%

-2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.57%

-18.90%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.24%

-25.43%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.24%

-33.92%

-4.32%

Current Drawdown

Current decline from peak

-1.29%

-1.80%

+0.51%

Average Drawdown

Average peak-to-trough decline

-25.08%

-10.71%

-14.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.03%

+1.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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