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Inception Date
May 31, 2012
Leveraged
1x (No leverage)
Index Tracked
Russell 2000 Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

JGMNX Performance Chart

Janus Henderson Triton Fund Class N (JGMNX) is up 13.9% since the beginning of the year. JGMNX is currently trading at $31 per share. Investors who bought $1,000 worth of JGMNX shares 5 years ago would now be looking at an investment worth $1,257.


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S&P 500 Index

Returns By Period

Janus Henderson Triton Fund Class N (JGMNX) has returned 13.86% so far this year and 26.93% over the past 12 months. Over the last ten years, JGMNX has returned 10.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Janus Henderson Triton Fund Class N

1D
1.84%
1M
2.61%
YTD
13.86%
6M
11.29%
1Y
26.93%
3Y*
13.20%
5Y*
4.68%
10Y*
10.71%

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)

JGMNX Monthly Returns History

Based on dividend-adjusted daily data since May 31, 2012, JGMNX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +16.6%, while the worst month was Mar 2020 at -19.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, JGMNX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.08%1.24%-5.48%10.33%2.93%1.64%13.86%
20254.22%-4.01%-6.90%-0.39%3.84%4.94%1.80%1.45%0.38%2.67%2.50%-0.46%9.78%
2024-1.65%5.16%2.80%-6.15%3.92%-0.22%5.16%1.80%1.05%-0.94%7.22%-6.99%10.55%
20238.90%-1.18%-1.04%-0.72%-2.50%6.89%2.80%-2.87%-5.54%-8.34%9.47%10.10%14.83%
2022-9.90%-0.54%1.03%-8.42%-2.47%-7.35%8.94%-4.32%-8.84%8.23%5.02%-5.53%-23.56%
2021-0.82%2.92%-1.50%4.12%-1.34%2.35%-0.44%1.53%-3.07%4.42%-4.09%3.03%6.88%

Benchmark Metrics

Janus Henderson Triton Fund Class N has an annualized alpha of -1.51%, beta of 1.02, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 31, 2012.

  • This fund participated in 107.56% of S&P 500 Index downside but only 98.53% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.02 and R2 of 0.81, 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
-1.51%
Beta
1.02
0.81
Upside Capture
98.53%
Downside Capture
107.56%

Expense Ratio

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


Return for Risk

Risk / Return Rank

JGMNX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


JGMNX Risk / Return Rank: 4141
Overall Rank
JGMNX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
JGMNX Sortino Ratio Rank: 3737
Sortino Ratio Rank
JGMNX Omega Ratio Rank: 3232
Omega Ratio Rank
JGMNX Calmar Ratio Rank: 4545
Calmar Ratio Rank
JGMNX Martin Ratio Rank: 5353
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 Triton Fund Class N (JGMNX) 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.


JGMNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.45

2.78

-0.34

Martin ratioReturn relative to average drawdown

10.03

12.44

-2.41

Dividends

Dividend History

Janus Henderson Triton Fund Class N provided a 9.54% dividend yield over the last twelve months, with an annual payout of $2.96 per share. The fund has been increasing its distributions for 3 consecutive years.


5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.96$2.96$2.02$1.85$1.52$6.93$1.59$1.33$1.90$1.46$0.71$1.71

Dividend yield

9.54%10.86%7.35%6.96%6.10%19.99%4.06%4.20%7.41%5.03%2.96%7.71%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Triton Fund Class N. 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$2.96$2.96
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.02$2.02
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.85$1.85
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.52$1.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.93$6.93

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 Triton Fund Class N. 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 Triton Fund Class N was 39.72%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The current Janus Henderson Triton Fund Class N drawdown is 0.03%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.72%Mar 2020
2mo 6d5mo 12d
7mo 18dJan 2020 - Sep 2020
Bear market2022
-31.74%Sep 2022
10mo 29d2y 1mo
3y 21dNov 2021 - Nov 2024
Rate-hike selloffLate 2018
-25.66%Dec 2018
3mo 8d6mo 9d
9mo 17dSep 2018 - Jul 2019
2025 selloff2025
-23.84%Apr 2025
4mo 13d6mo 22d
11mo 5dNov 2024 - Oct 2025
2016 bear market2016
-22.29%Feb 2016
7mo 22d6mo 6d
1y 1moJun 2015 - Aug 2016

Drawdown Indicators


JGMNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-39.72%

-56.78%

+17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-9.10%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.84%

-18.90%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.74%

-25.43%

-6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-39.72%

-33.92%

-5.80%

Current Drawdown

Current decline from peak

-0.03%

-1.80%

+1.77%

Average Drawdown

Average peak-to-trough decline

-7.11%

-10.71%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.03%

+0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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