C000117905 Performance — Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio, Service Shares
Data updated: 2023-05-30
C000117905 returned −2.29% over one year to Mar 2023. The annualised 3-year return is +13.14%. The fund beat its International Mid-Cap Blend category average: $100 invested three years ago grew to $145, against $142 for the category, and to $98 over one year, against $98. Volatility over the past three years was 16.15% a year. In the 12 months to Mar 2023 the fund took in a net $35.2M, and assets reached $3.34M.
C000117905 Growth of $100
What $100 invested in Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Mid-Cap Blend category average over the same months.
| Period | C000117905 | Category average |
|---|---|---|
| 1 year (Apr 2022 – Mar 2023) | $98 | $98 |
| 3 years (Apr 2020 – Mar 2023) | $145 | $142 |
| Since data start (Jul 2019 – Mar 2023) | $124 | $118 |
C000117905 Trailing Returns
Total returns to Mar 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.29% |
| 3 years (annualised) | +13.14% |
C000117905 Annual Returns
Calendar-year total returns of Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Mar) | +4.37% |
| 2022 | −8.18% |
| 2021 | +21.34% |
| 2020 | +3.51% |
| 2019 (Jul–Dec) | +2.94% |
C000117905 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +1.2% | −2.6% | +5.9% | — | — | — | — | — | — | — | — | — |
| 2022 | +5.1% | −1.6% | −5.2% | −4.2% | −1.3% | −4.3% | −9.6% | −3.1% | +6.7% | −4.7% | +7.0% | +8.5% |
| 2021 | +5.8% | −2.7% | −1.5% | +1.4% | +1.2% | +5.3% | −5.6% | +2.4% | +3.8% | +7.1% | −1.1% | +4.2% |
| 2020 | −10.1% | −9.1% | +1.8% | −0.7% | +3.5% | +9.2% | −2.0% | +2.6% | +6.1% | +1.7% | +5.2% | −2.8% |
| 2019 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | +2.3% | +1.1% | −0.5% |
C000117905 Risk
Risk measures from monthly returns over Apr 2020 – Mar 2023.
- 3-year volatility (annualised): 16.15%
- 3-year Sharpe ratio: 0.53 (vs 4.5% risk-free rate)
- Best month: +9.23% (Jun 2020)
- Worst month: −9.55% (Jul 2022)
C000117905 Fund Flows
Monthly money in and out of Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio, from SEC Form N-PORT.
- 12-month net flow: $35.2M
- 12-month gross sales (incl. reinvestments): $8.6M
- Sales ÷ redemptions: -0.32×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2023 | $261K | −$47K | $309K |
| Feb 2023 | $171K | −$249K | $421K |
| Jan 2023 | $9K | −$582K | $591K |
| Dec 2022 | $287K | −$169K | $456K |
| Nov 2022 | $19 | −$20.9M | $20.9M |
| Oct 2022 | $223K | −$2K | $225K |
| Sep 2022 | $229K | −$510K | $738K |
| Aug 2022 | $346K | −$443K | $789K |
| Jul 2022 | $59K | −$826K | $885K |
| Jun 2022 | $436K | −$2.3M | $2.8M |
| May 2022 | $186K | −$218K | $405K |
| Apr 2022 | $6.4M | −$404K | $6.8M |
C000117905 Assets Under Management
Net assets of Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-03-31 | $3.34M |
| 2022-12-31 | $3.63M |
| 2022-09-30 | $21.48M |
| 2022-06-30 | $24.07M |
| 2022-03-31 | $28.64M |
| 2021-12-31 | $30.53M |
| 2021-09-30 | $27.08M |
| 2021-06-30 | $28.09M |
| 2021-03-31 | $990.09M |
| 2020-12-31 | $991.98M |
| 2020-09-30 | $988.14M |
| 2020-06-30 | $969.80M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.