Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX)
The investment seeks long-term growth of capital. The fund invests, under normal circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in U.S. common stocks from the universe of the Russell 1000 Index, utilizing INTECH's mathematical investment process, applying a managed volatility approach. The Russell 1000 Index is an unmanaged index that measures the performance of the large-cap segment of the U.S. equity universe. The fund pursues its investment objective by applying a mathematical investment process to construct an investment portfolio from the universe of stocks within the named benchmark index.
Fund Info
US47103A7164
47103A716
Dec 30, 2005
$1,000,000
Large-Cap
Blend
Expense Ratio
JRSIX features an expense ratio of 0.67%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Janus Henderson Adaptive Risk Managed U.S. Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Janus Henderson Adaptive Risk Managed U.S. Equity Fund had a return of 4.22% year-to-date (YTD) and 21.56% in the last 12 months. Over the past 10 years, Janus Henderson Adaptive Risk Managed U.S. Equity Fund had an annualized return of 3.05%, while the S&P 500 had an annualized return of 11.29%, indicating that Janus Henderson Adaptive Risk Managed U.S. Equity Fund did not perform as well as the benchmark.
JRSIX
4.22%
2.58%
7.07%
21.56%
0.85%
3.05%
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of JRSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.87% | 4.22% | |||||||||||
| 2024 | 1.11% | 3.98% | 3.16% | -3.80% | 4.92% | 3.13% | 1.43% | 3.60% | 1.78% | -1.17% | 5.73% | -4.48% | 20.50% |
| 2023 | 6.15% | -2.74% | 1.08% | 1.61% | -2.00% | 6.45% | 2.42% | -2.27% | -4.64% | -1.69% | 7.43% | 0.18% | 11.71% |
| 2022 | -7.58% | -0.10% | 4.36% | -8.64% | -0.43% | -5.34% | 6.76% | -3.17% | -9.60% | 8.57% | 7.11% | -5.43% | -14.72% |
| 2021 | 0.09% | 0.34% | 2.39% | 3.84% | 0.32% | 2.16% | 4.31% | 3.01% | -6.06% | 5.05% | -1.63% | -19.26% | -7.83% |
| 2020 | 2.40% | -7.95% | -15.91% | 11.78% | 7.64% | 2.16% | 7.48% | 2.95% | -2.62% | -2.29% | 6.60% | -7.65% | 0.97% |
| 2019 | 8.30% | 2.84% | 1.38% | 1.27% | -2.24% | 4.12% | 1.41% | 2.08% | -0.08% | 0.34% | 1.44% | -1.71% | 20.45% |
| 2018 | 4.28% | -3.41% | 0.81% | 0.72% | 3.38% | 0.34% | 1.37% | 4.23% | -0.24% | -7.08% | 0.79% | -13.56% | -9.46% |
| 2017 | 2.90% | 3.12% | -0.59% | 1.37% | 1.84% | -0.47% | 1.83% | 1.79% | 1.86% | 3.55% | 2.37% | -2.06% | 18.81% |
| 2016 | -2.31% | 0.45% | 5.96% | -1.27% | 1.50% | 4.34% | 1.32% | -2.40% | -0.72% | -2.17% | 1.48% | 2.00% | 8.07% |
| 2015 | 0.69% | 3.24% | 0.86% | -15.20% | 2.56% | -2.06% | 3.88% | -5.23% | -1.58% | 4.01% | 0.33% | -0.12% | -9.82% |
| 2014 | -3.64% | 4.71% | 1.77% | 0.08% | 1.89% | 2.47% | -3.17% | 4.13% | -3.22% | 2.32% | 1.44% | -23.11% | -16.45% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, JRSIX is among the top 23% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Janus Henderson Adaptive Risk Managed U.S. Equity Fund (JRSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Janus Henderson Adaptive Risk Managed U.S. Equity Fund provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.15 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.15 | $0.15 | $0.06 | $0.17 | $0.06 | $0.15 | $0.09 | $0.19 | $0.50 | $0.14 | $0.04 | $0.29 |
Dividend yield | 1.18% | 1.22% | 0.58% | 1.88% | 0.57% | 1.28% | 0.75% | 1.98% | 4.54% | 1.48% | 0.42% | 2.83% |
Monthly Dividends
The table displays the monthly dividend distributions for Janus Henderson Adaptive Risk Managed U.S. Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.50 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2014 | $0.29 | $0.29 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Janus Henderson Adaptive Risk Managed U.S. Equity 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 Adaptive Risk Managed U.S. Equity Fund was 58.46%, occurring on Mar 5, 2009. Recovery took 972 trading sessions.
The current Janus Henderson Adaptive Risk Managed U.S. Equity Fund drawdown is 7.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.46% | Jun 5, 2007 | 440 | Mar 5, 2009 | 972 | Jan 15, 2013 | 1412 |
| -39.92% | Sep 7, 2021 | 270 | Sep 30, 2022 | — | — | — |
| -38.94% | Dec 19, 2013 | 540 | Feb 11, 2016 | 1148 | Sep 2, 2020 | 1688 |
| -12.77% | Dec 21, 2020 | 50 | Mar 4, 2021 | 96 | Jul 21, 2021 | 146 |
| -7.39% | May 8, 2006 | 26 | Jun 13, 2006 | 56 | Sep 1, 2006 | 82 |
Volatility
Volatility Chart
The current Janus Henderson Adaptive Risk Managed U.S. Equity Fund volatility is 2.95%, 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.