JCAIX Global Allocation Fund - Conservative

This fund of funds offers broad global diversification by utilizing the full spectrum of Janus Henderson Investment expertise and solutions

NAV
$12.66
As of 10/15/2019

1 Day Change
$0.03 (0.24%)
As of 10/15/2019

YTD Return
9.23%
As of 10/15/2019

Overview

ABOUT THIS FUND

This fund of funds offers broad global diversification for investors by utilizing the full spectrum of Janus Henderson's investment expertise and solutions, with the goal of providing higher risk-adjusted returns than the broader markets.

WHY INVEST IN THIS FUND

Actively Managed Diversification
This fund actively allocates across a range of actively managed equity, fixed income and alternative asset classes while providing opportunity for higher returns and lower volatility through the benefits of diversification.

Powered by Janus Henderson’s Investment Expertise
The Portfolio Managers select from the full range of our investment groups’ expertise to build this portfolio, allowing for more complete diversification across investment styles, geographies and asset classes.

Defined Risk
Targeting an allocation of 30% to 50% equities, 50% to 65% fixed income and 0% to 20% alternatives, this fund may be suitable for conservative investors desiring a well-diversified portfolio that seeks to exceed the long-term returns of fixed income markets.

PORTFOLIO MANAGEMENT

Ashwin Alankar, Ph.D.

Head of Global Asset Allocation | Portfolio Manager

Industry since 2001. Joined Firm in 2014.

Enrique Chang

Global Chief Investment Officer | Portfolio Manager

Industry since 1988. Joined Firm in 2013.

Performance

MORNINGSTAR PERCENTILE

(As Of 09/30/2019)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 28 71 57 54 27
World Allocation Category|Rank/Count 140/461 294/415 228/371 142/248 63/204
(As Of 09/30/2019)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 28 71 57 54 27
World Allocation Category|Rank/Count 140/461 294/415 228/371 142/248 63/204

RETURNS (%) (As of 09/30/2019)
Global Allocation Fund - Conservative - Class I Shares Bloomberg Barclays Global Aggregate Bond Index Global Conservative Allocation Index
 
3M YTD 1YR 3YR 5YR 10YR Since Inception
(12/30/2005)
Global Allocation Fund - Conservative - Class I Shares 0.64% 9.23% 3.79% 4.45% 3.41% 5.76% 5.62%
Bloomberg Barclays Global Aggregate Bond Index 0.71% 6.32% 7.60% 1.59% 1.99% 2.34% 3.77%
Global Conservative Allocation Index 0.45% 10.38% 5.44% 4.93% 4.01% 4.90% 4.94%
RETURNS (%) (As of 09/30/2019)
Global Allocation Fund - Conservative - Class I Shares Bloomberg Barclays Global Aggregate Bond Index Global Conservative Allocation Index
 
3M YTD 1YR 3YR 5YR 10YR Since Inception
(12/30/2005)
Global Allocation Fund - Conservative - Class I Shares 0.64% 9.23% 3.79% 4.45% 3.41% 5.76% 5.62%
Bloomberg Barclays Global Aggregate Bond Index 0.71% 6.32% 7.60% 1.59% 1.99% 2.34% 3.77%
Global Conservative Allocation Index 0.45% 10.38% 5.44% 4.93% 4.01% 4.90% 4.94%
CALENDAR YEAR RETURNS (%)
Global Allocation Fund - Conservative - Class I Shares Bloomberg Barclays Global Aggregate Bond Index
 
  2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Global Allocation Fund - Conservative - Class I Shares 23.37 10.79 1.59 10.92 10.83 4.22 -2.20 2.41 12.95 -4.98
Bloomberg Barclays Global Aggregate Bond Index 6.93 5.54 5.64 4.32 -2.60 0.59 -3.15 2.09 7.39 -1.20
GROWTH OF A HYPOTHETICAL INVESTMENT

RETURNS-BASED STATISTICS (As of 09/30/2019 Class I Shares)

Risk / Reward
vs. Bloomberg Barclays Global Aggregate Bond Index
3YR 5YR
Information Ratio 0.63 0.28
Alpha 3.49 2.37
Tracking Error 4.57 5.02
Beta 0.63 0.55
R-squared (%) 32.60 22.49
Up And Down Market Capture (%)
vs. Bloomberg Barclays Global Aggregate Bond Index
3YR 5YR
Up Capture Ratio 90.26 67.48
Down Capture Ratio 38.64 29.34
Standard Deviation 3YR 5YR
Global Allocation Fund - Conservative 5.16 5.23
Bloomberg Barclays Global Aggregate Bond Index 4.67 4.48
Sharpe Ratio 3YR 5YR
Global Allocation Fund - Conservative 0.57 0.47
Bloomberg Barclays Global Aggregate Bond Index 0.01 0.23
ANNUAL FEES & EXPENSES (As of Fiscal Year End, 06/30/2018)
CLASS I SHARES
Management Fees 0.05%
12b-1 Fees -
Other Expenses 0.84%
Total Gross Expenses 0.89%
Waivers 0.00%
Total Net Expenses 0.89%

Portfolio

Index represents the Bloomberg Barclays Global Aggregate Bond Index.

(As of 09/30/2019)
% of Fund
Janus Henderson Global Bond Fund 39.56
Janus Diversified Alternatives Fund 9.51
Janus Henderson Short-Term Bond Fund 8.90
Janus Henderson Overseas Fund 4.21
Janus Flexible Bond Fund 4.09
Janus Henderson Large Cap Value Fund 3.59
Janus Henderson Adaptive Global Allocation Fund 3.40
Janus Henderson International Managed Volatility Fund 3.25
Janus Henderson Global Select Fund 3.23
Janus Henderson US Managed Volatility Fund 2.93
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