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Janus Henderson Global Allocation Fund - Moderate ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS47103E7186
IssuerJanus Henderson
Inception DateDec 29, 2005
CategoryGlobal Allocation
Min. Investment$2,500
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

JNSMX has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for JNSMX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Janus Henderson Global Allocation Fund - Moderate, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
8.42%
15.85%
JNSMX (Janus Henderson Global Allocation Fund - Moderate)
Benchmark (^GSPC)

Returns By Period

Janus Henderson Global Allocation Fund - Moderate had a return of 9.63% year-to-date (YTD) and 22.92% in the last 12 months. Over the past 10 years, Janus Henderson Global Allocation Fund - Moderate had an annualized return of 4.66%, while the S&P 500 had an annualized return of 11.18%, indicating that Janus Henderson Global Allocation Fund - Moderate did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.63%21.88%
1 month-1.53%0.89%
6 months8.42%15.85%
1 year22.92%38.63%
5 years (annualized)4.99%13.69%
10 years (annualized)4.66%11.18%

Monthly Returns

The table below presents the monthly returns of JNSMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.51%2.23%2.76%-3.18%2.27%1.56%2.59%1.66%1.55%9.63%
20236.47%-2.99%1.72%0.62%-2.04%2.90%2.11%-2.50%-3.71%-2.48%6.87%4.93%11.71%
2022-4.36%-1.34%-0.88%-6.51%0.26%-6.60%4.68%-3.51%-7.64%3.35%7.33%-2.49%-17.38%
2021-0.71%2.08%0.56%3.21%0.81%0.67%0.33%1.06%-3.09%2.17%-2.32%2.44%7.25%
2020-0.47%-4.30%-10.06%7.00%2.97%2.15%4.20%2.64%-1.36%-0.00%8.12%4.08%14.46%
20195.11%1.38%0.64%1.67%-2.50%4.01%-0.15%-0.23%0.62%1.23%1.22%1.83%15.62%
20183.41%-2.86%0.53%-0.38%-0.08%-0.68%1.60%-0.07%-0.37%-5.11%0.87%-3.34%-6.57%
20172.38%1.61%0.55%1.57%1.70%0.61%1.97%0.59%0.81%1.17%1.45%0.78%16.27%
2016-3.49%-0.17%4.84%0.74%-0.33%0.74%2.77%-0.24%0.16%-1.90%-0.40%0.54%3.05%
2015-0.07%2.84%-0.29%0.87%-0.14%-1.95%0.52%-4.32%-2.15%4.07%-0.23%-1.05%-2.16%
2014-2.05%3.30%0.22%0.22%1.81%1.84%-1.60%1.91%-2.92%0.64%1.07%-0.91%3.37%
20132.74%0.53%1.59%-2.65%-0.61%-2.47%3.01%-1.77%4.30%2.63%1.32%1.24%10.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JNSMX is 56, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of JNSMX is 5656
Combined Rank
The Sharpe Ratio Rank of JNSMX is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of JNSMX is 6161Sortino Ratio Rank
The Omega Ratio Rank of JNSMX is 5959Omega Ratio Rank
The Calmar Ratio Rank of JNSMX is 3838Calmar Ratio Rank
The Martin Ratio Rank of JNSMX is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Janus Henderson Global Allocation Fund - Moderate (JNSMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


JNSMX
Sharpe ratio
The chart of Sharpe ratio for JNSMX, currently valued at 2.77, compared to the broader market-2.000.002.004.002.77
Sortino ratio
The chart of Sortino ratio for JNSMX, currently valued at 4.07, compared to the broader market0.005.0010.004.07
Omega ratio
The chart of Omega ratio for JNSMX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for JNSMX, currently valued at 1.21, compared to the broader market0.005.0010.0015.0020.001.21
Martin ratio
The chart of Martin ratio for JNSMX, currently valued at 18.03, compared to the broader market0.0020.0040.0060.0080.0018.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.0020.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.0021.07

Sharpe Ratio

The current Janus Henderson Global Allocation Fund - Moderate Sharpe ratio is 2.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Janus Henderson Global Allocation Fund - Moderate with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
2.77
3.27
JNSMX (Janus Henderson Global Allocation Fund - Moderate)
Benchmark (^GSPC)

Dividends

Dividend History

Janus Henderson Global Allocation Fund - Moderate provided a 1.40% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.18$0.18$0.32$1.78$0.63$0.73$0.57$0.95$0.23$1.10$0.68$0.41

Dividend yield

1.40%1.53%2.96%13.36%4.49%5.72%4.86%7.24%1.87%9.16%5.10%3.04%

Monthly Dividends

The table displays the monthly dividend distributions for Janus Henderson Global Allocation Fund - Moderate. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.41

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-1.83%
-0.87%
JNSMX (Janus Henderson Global Allocation Fund - Moderate)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Janus Henderson Global Allocation Fund - Moderate. 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 Global Allocation Fund - Moderate was 25.15%, occurring on Oct 14, 2022. Recovery took 484 trading sessions.

The current Janus Henderson Global Allocation Fund - Moderate drawdown is 1.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.15%Sep 7, 2021280Oct 14, 2022484Sep 19, 2024764
-22.89%Feb 18, 202025Mar 23, 202094Aug 5, 2020119
-14.09%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-12.78%Jan 30, 2018228Dec 24, 2018213Oct 29, 2019441
-12.63%Apr 27, 2015202Feb 11, 2016255Feb 15, 2017457

Volatility

Volatility Chart

The current Janus Henderson Global Allocation Fund - Moderate volatility is 1.80%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
1.80%
2.54%
JNSMX (Janus Henderson Global Allocation Fund - Moderate)
Benchmark (^GSPC)