JMOIX Global Allocation Fund - Moderate

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

NAV
$13.02
As of 10/15/2019

1 Day Change
$0.04 (0.31%)
As of 10/15/2019

YTD Return
11.09%
As of 10/15/2019

Morningstar Rating

As of 09/30/2019

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 broad 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 45% to 65% equities, 30% to 45% fixed income, and 5% to 20% alternatives, this fund may be suitable for moderate investors desiring a well-diversified portfolio that seeks to exceed the long-term returns of broad markets.

Knowledge. Shared

At Janus Henderson, we believe in the sharing of expert insight for better investment and business decisions. We call this ethos Knowledge. Shared.

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

RETURNS (%) (As of 09/30/2019)
Global Allocation Fund - Moderate - Class I Shares MSCI All Country World Index℠ Global Moderate Allocation Index
 
3M YTD 1YR 3YR 5YR 10YR Since Inception
(12/30/2005)
Global Allocation Fund - Moderate - Class I Shares 0.23% 10.92% 2.52% 5.79% 4.14% 6.44% 5.99%
MSCI All Country World Index℠ -0.03% 16.20% 1.38% 9.71% 6.65% 8.35% 6.04%
Global Moderate Allocation Index 0.31% 12.36% 4.19% 6.56% 4.94% 6.10% 5.39%
RETURNS (%) (As of 09/30/2019)
Global Allocation Fund - Moderate - Class I Shares MSCI All Country World Index℠ Global Moderate Allocation Index
 
3M YTD 1YR 3YR 5YR 10YR Since Inception
(12/30/2005)
Global Allocation Fund - Moderate - Class I Shares 0.23% 10.92% 2.52% 5.79% 4.14% 6.44% 5.99%
MSCI All Country World Index℠ -0.03% 16.20% 1.38% 9.71% 6.65% 8.35% 6.04%
Global Moderate Allocation Index 0.31% 12.36% 4.19% 6.56% 4.94% 6.10% 5.39%
CALENDAR YEAR RETURNS (%)
Global Allocation Fund - Moderate - Class I Shares MSCI All Country World Index℠
 
  2009 2010 2011 2012 2013 2014 2015 2016 2017 2018
Global Allocation Fund - Moderate - Class I Shares 30.34 12.42 -2.47 12.74 15.43 3.44 -2.22 3.11 16.35 -6.59
MSCI All Country World Index℠ 34.63 12.67 -7.35 16.13 22.80 4.16 -2.36 7.86 23.97 -9.42

MORNINGSTAR PERCENTILE

(As Of 09/30/2019)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 47 37 35 33 17
World Allocation Category|Rank/Count 229/461 151/415 134/371 94/248 39/204
(As Of 09/30/2019)
1 YR 3 YR 5 YR 10 YR SINCE INCEPTION
Percentile Ranking (%) 47 37 35 33 17
World Allocation Category|Rank/Count 229/461 151/415 134/371 94/248 39/204
GROWTH OF A HYPOTHETICAL INVESTMENT

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

Risk / Reward
vs. MSCI All Country World Index℠
3YR 5YR
Information Ratio -0.74 -0.47
Alpha 0.21 0.24
Tracking Error 5.31 5.38
Beta 0.57 0.57
R-squared (%) 90.23 92.41
Up And Down Market Capture (%)
vs. MSCI All Country World Index℠
3YR 5YR
Up Capture Ratio 53.05 52.54
Down Capture Ratio 52.30 52.03
Standard Deviation 3YR 5YR
Global Allocation Fund - Moderate 6.80 6.95
MSCI All Country World Index℠ 11.32 11.71
Sharpe Ratio 3YR 5YR
Global Allocation Fund - Moderate 0.63 0.46
MSCI All Country World Index℠ 0.72 0.49
ANNUAL FEES & EXPENSES (As of Fiscal Year End, 06/30/2018)
CLASS I SHARES
Management Fees 0.05%
12b-1 Fees -
Other Expenses 0.87%
Total Gross Expenses 0.92%
Waivers -0.01%
Total Net Expenses 0.91%

Portfolio

Index represents the MSCI All Country World Index℠.

(As of 09/30/2019)
% of Fund
Janus Henderson Global Bond Fund 25.33
Janus Diversified Alternatives Fund 8.70
Janus Henderson Overseas Fund 6.35
Janus Henderson Short-Term Bond Fund 5.76
Janus Henderson Large Cap Value Fund 5.42
Janus Henderson Adaptive Global Allocation Fund 5.28
Janus Henderson International Managed Volatility Fund 4.90
Janus Henderson Global Select Fund 4.88
Janus Henderson US Managed Volatility Fund 4.42
Janus Henderson Contrarian Fund 4.17
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