For Financial Professionals in the US

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
$13.92
As of 12/04/2020

1-Day Change
$0.06 (0.43%)
As of 12/04/2020

YTD Return
12.26%
As of 12/04/2020

Morningstar Rating

As of 11/30/2020

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.

Performance

RETURNS (%) (As of 09/30/2020)
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 4.62 4.11 6.97 4.44 5.45 5.36 5.80
Bloomberg Barclays Global Aggregate Bond Index 2.66 5.72 6.24 4.10 3.92 2.36 3.93
Global Conservative Allocation Index 4.88 4.43 8.41 5.62 6.68 5.00 5.17
RETURNS (%) (As of 11/30/2020)
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 5.21 10.65 12.17 5.89 6.21 5.90 6.17
Bloomberg Barclays Global Aggregate Bond Index 1.55 7.75 8.38 4.50 4.62 2.82 4.02
Global Conservative Allocation Index 3.47 9.70 11.63 6.64 7.33 5.63 5.46
CALENDAR YEAR RETURNS (%)
Global Allocation Fund - Conservative - Class I Shares Bloomberg Barclays Global Aggregate Bond Index
2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
Global Allocation Fund - Conservative - Class I Shares 10.79 1.59 10.92 10.83 4.22 -2.20 2.41 12.95 -4.98 12.23
Bloomberg Barclays Global Aggregate Bond Index 5.54 5.64 4.32 -2.60 0.59 -3.15 2.09 7.39 -1.20 6.84

MORNINGSTAR PERCENTILE

(As Of 09/30/2020)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking 19 21 50 48 21
World Allocation Category|Rank/Count 109/483 96/433 209/405 152/300 53/217
(As Of 11/30/2020)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking 15 25 46 53 26
World Allocation Category|Rank/Count 66/472 116/443 193/416 162/297 61/219
GROWTH OF A HYPOTHETICAL INVESTMENT

RETURNS-BASED STATISTICS (As of 10/31/2020 Class I Shares)

RISK / REWARD
VS. Bloomberg Barclays Global Aggregate Bond Index
3YR 5YR
Information Ratio -0.01 0.18
Alpha -0.59 1.78
Tracking Error 6.04 5.43
Beta 1.17 0.81
R-squared (%) 39.25 34.19
UP/DOWN MARKET CAPTURE (%)
VS. Bloomberg Barclays Global Aggregate Bond Index
3YR 5YR
Up Capture Ratio 97.31 86.34
Down Capture Ratio 96.70 57.40
STANDARD DEVIATION 3YR 5YR
Global Allocation Fund - Conservative 7.70 6.60
Bloomberg Barclays Global Aggregate Bond Index 4.13 4.74
SHARPE RATIO 3YR 5YR
Global Allocation Fund - Conservative 0.33 0.56
Bloomberg Barclays Global Aggregate Bond Index 0.64 0.58
ANNUAL FEES & EXPENSES (As of Fiscal Year End, 06/30/2020)
CLASS I SHARES
Management Fees 0.05%
Other Expenses 0.81%
Total Gross Expenses 0.86%
Waivers 0.00%
Total Net Expenses 0.86%

Portfolio

Index represents the Bloomberg Barclays Global Aggregate Bond Index.

Top Holdings (As of 10/31/2020)
% of Fund
Janus Henderson Global Bond Fund 34.73
Janus Henderson Multi-Sector Income Fund 13.72
Janus Henderson Flexible Bond Fund 7.51
Janus Henderson Adaptive Global Allocation Fund 5.09
Janus Henderson Triton Fund 3.61
Janus Henderson Enterprise Fund 3.60
Janus Henderson Contrarian Fund 3.46
Janus Henderson Emerging Markets Fund 3.41
Janus Henderson Forty Fund 3.29
Janus Henderson U.S. Managed Volatility Fund 2.87
View Full Holdings

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