JAGSX Performance — Janus Henderson Adaptive Global Allocation Fund, Class S
Data updated: 2024-05-30
JAGSX returned +16.10% over one year to Mar 2024. The annualised 3-year return is +4.13%. Against its Alternative category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $113, against $111 for the category, and to $116 over one year, against $117. Volatility over the past three years was 9.81% a year. In the 12 months to Mar 2024 the fund took in a net $13.0M, and assets reached $41.07M.
JAGSX Growth of $100
What $100 invested in Janus Henderson Adaptive Global Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | JAGSX | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $116 | $117 |
| 3 years (Apr 2021 – Mar 2024) | $113 | $111 |
| Since data start (Jul 2019 – Mar 2024) | $135 | $128 |
JAGSX Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +16.10% |
| 3 years (annualised) | +4.13% |
JAGSX Annual Returns
Calendar-year total returns of Janus Henderson Adaptive Global Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +5.54% |
| 2023 | +14.95% |
| 2022 | −11.32% |
| 2021 | +8.64% |
| 2020 | +9.23% |
| 2019 (Jul–Dec) | +5.78% |
JAGSX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +3.3% | +2.7% | −0.5% | — | — | — | — | — | — | — | — | — |
| 2023 | +2.0% | −1.8% | +4.3% | +3.6% | 0.0% | +0.8% | −2.5% | −2.7% | +2.3% | +5.2% | +5.4% | −2.1% |
| 2022 | +0.4% | −1.4% | −3.3% | −4.8% | +0.4% | −3.0% | −4.8% | −2.7% | +4.0% | −2.6% | +3.8% | +2.6% |
| 2021 | +1.5% | +3.2% | −1.2% | +0.1% | +1.2% | +2.0% | −2.4% | +1.5% | +0.1% | +2.4% | −2.1% | +2.3% |
| 2020 | −5.8% | −5.9% | −1.3% | +0.6% | +1.7% | +4.3% | −1.6% | +4.6% | +2.0% | +2.8% | +9.0% | −0.5% |
| 2019 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | +2.5% | +1.7% | +1.6% |
JAGSX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 9.81%
- 3-year Sharpe ratio: -0.04 (vs 4.5% risk-free rate)
- Best month: +5.38% (Nov 2023)
- Worst month: −4.83% (Apr 2022)
JAGSX Fund Flows
Monthly money in and out of Janus Henderson Adaptive Global Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: $13.0M
- 12-month gross sales (incl. reinvestments): $7.0M
- Sales ÷ redemptions: -1.15×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $355K | $668K | −$313K |
| Feb 2024 | $446K | $752K | −$307K |
| Jan 2024 | $233K | $430K | −$197K |
| Dec 2023 | $48K | −$1.1M | $1.2M |
| Nov 2023 | $103K | −$299K | $402K |
| Oct 2023 | $1.6M | −$501K | $2.1M |
| Sep 2023 | $232K | −$412K | $645K |
| Aug 2023 | $117K | −$342K | $459K |
| Jul 2023 | $222K | −$684K | $906K |
| Jun 2023 | $43K | −$315K | $358K |
| May 2023 | $3.4M | −$3.8M | $7.2M |
| Apr 2023 | $146K | −$424K | $570K |
JAGSX Assets Under Management
Net assets of Janus Henderson Adaptive Global Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $41.07M |
| 2023-12-31 | $39.74M |
| 2023-09-30 | $38.28M |
| 2023-06-30 | $40.33M |
| 2023-03-31 | $39.53M |
| 2022-12-31 | $38.08M |
| 2022-09-30 | $38.60M |
| 2022-06-30 | $40.70M |
| 2022-03-31 | $56.03M |
| 2021-12-31 | $59.55M |
| 2021-09-30 | $58.83M |
| 2021-06-30 | $59.12M |
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.