Fact sheet: Janus Gbl Dvfd Altrtvs

Fund information

Fund name
Janus Global Diversified Alternatives A Acc EUR
Fund company manager
Janus Capital Funds
Fund type
SIB
Fund manager(s)
Fund objective
This liquid alternative fund seeks absolute returns with “true diversification” from stocks and bonds. It invests in a portfolio of return drivers distilled from equities, fixed income, currencies and commodities. Our risk allocation methodology combines these risk premia baskets with the goal that no one basket dominates overall risk.
Benchmark
-
Investment style
Multi Strategy
Investment method
Mixed

Quick stats

1 Year return

-2.52 %

1 Year rank in sector

131/150

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 2.1 m

FE Risk score

86

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0 %-1.48 %-2.52 %-6.53 %0 %
Sector0.65 %2.68 %3.42 %4.36 %9.16 %
Rank within sector123 / 153156 / 169131 / 15095 / 101 /
Quartile th4 th4 th4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund-2.21 %2.04 %-8.72 %0 %0 %
Sector3.31 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector142 / 16142 / 12697 / 103 / /
Quartile th4 th2 nd4 th th th

Risk statistics

Alpha-3.06
Beta0.93
Sharpe-0
Volatility4.99
Tracking error4.64
Information ratio-0.69
R-Squared0.13

Price movement

52 week high9.77
52 week low9.21
Current bid price0
Current offer price0
Current mid price9.27

Holdings by region

-

Holdings by sector

-

Holdings by asset type

-

Individual holdings

-